-80.2%
SPXS vs BWA
+64.0%
-144.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.2% |
| 7D | -7.5% | +4.3% | -11.8% | -4.8% |
| 30D | +5.3% | -13.0% | +18.3% | -1.9% |
| 3M | +9.7% | -24.8% | +34.5% | -5.6% |
| 6M | -4.6% | -23.5% | +19.0% | -15.6% |
| YTD | -25.8% | +13.8% | -39.6% | -10.9% |
| 1Y | -28.8% | +13.4% | -42.2% | -14.3% |
| 3Y | -80.2% | +62.8% | -142.9% | -61.6% |
| All | -80.2% | +64.0% | -144.1% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling