-100.0%
SPXS vs GWRE
+741.3%
-841.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.1% |
| 7D | +2.5% | -13.2% | +15.7% | -5.8% |
| 30D | +4.2% | -18.6% | +22.8% | -6.6% |
| 3M | -9.3% | +18.9% | -28.2% | +3.7% |
| 6M | -30.7% | -11.0% | -19.7% | -33.3% |
| YTD | -28.1% | -29.9% | +1.8% | -40.9% |
| 1Y | -35.1% | -44.3% | +9.3% | -54.3% |
| 3Y | -79.6% | +51.7% | -131.3% | -65.3% |
| 5Y | -86.3% | +15.4% | -101.7% | -75.6% |
| 10Y | -99.5% | +129.4% | -229.0% | -98.3% |
| All | -100.0% | +741.3% | -841.3% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling