-79.6%
SPXS vs BWA
+70.7%
-150.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -1.6% |
| 7D | +2.5% | -1.3% | +3.8% | +1.8% |
| 30D | +4.2% | -2.9% | +7.1% | +2.8% |
| 3M | -9.3% | -10.7% | +1.4% | -14.2% |
| 6M | -30.7% | +26.5% | -57.2% | -18.1% |
| YTD | -28.1% | +49.1% | -77.2% | -3.3% |
| 1Y | -35.1% | +52.1% | -87.1% | -10.9% |
| 3Y | -79.6% | +72.6% | -152.1% | -60.6% |
| All | -79.6% | +70.7% | -150.3% | -60.6% |
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