-79.6%
SPXS vs TW
+19.1%
-98.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.7% |
| 7D | +2.5% | -4.5% | +7.0% | +1.0% |
| 30D | +4.2% | -2.3% | +6.5% | +3.5% |
| 3M | -9.3% | +2.6% | -11.9% | -8.1% |
| 6M | -30.7% | -17.5% | -13.1% | -36.7% |
| YTD | -28.1% | -5.3% | -22.7% | -29.3% |
| 1Y | -35.1% | -14.8% | -20.3% | -40.0% |
| 3Y | -79.6% | +18.8% | -98.4% | -77.7% |
| All | -79.6% | +19.1% | -98.6% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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