-38.9%
SPXS vs WU
-8.3%
-30.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.1% |
| 7D | -0.1% | -0.8% | +0.7% | -0.2% |
| 30D | +0.8% | -1.1% | +1.9% | +0.7% |
| 3M | -4.7% | -3.9% | -0.9% | -3.4% |
| 6M | -29.6% | -20.7% | -9.0% | -31.5% |
| YTD | -29.8% | -18.4% | -11.5% | -31.2% |
| 1Y | -38.9% | -8.1% | -30.9% | -36.6% |
| All | -38.9% | -8.3% | -30.7% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling