-99.5%
SPXS vs BWA
+153.1%
-252.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +2.4% |
| 7D | +6.4% | -0.1% | +6.4% | +6.3% |
| 30D | +6.0% | -5.5% | +11.5% | +1.2% |
| 3M | -11.6% | -7.6% | -4.0% | -16.5% |
| 6M | -28.7% | +25.0% | -53.7% | -9.7% |
| YTD | -26.3% | +47.0% | -73.2% | +9.7% |
| 1Y | -34.9% | +54.0% | -88.9% | +2.0% |
| 3Y | -79.5% | +70.7% | -150.1% | -58.9% |
| 5Y | -85.9% | +86.7% | -172.6% | -60.1% |
| All | -99.5% | +153.1% | -252.6% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling