-79.6%
SPXS vs GWRE
+50.1%
-129.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.2% |
| 7D | +2.5% | -13.2% | +15.7% | -1.4% |
| 30D | +4.2% | -18.6% | +22.8% | -0.5% |
| 3M | -9.3% | +18.9% | -28.2% | -1.7% |
| 6M | -30.7% | -11.0% | -19.7% | -31.9% |
| YTD | -28.1% | -29.9% | +1.8% | -36.7% |
| 1Y | -35.1% | -44.3% | +9.3% | -48.8% |
| 3Y | -79.6% | +51.7% | -131.3% | -64.7% |
| All | -79.6% | +50.1% | -129.7% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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