-79.1%
SPXS vs WU
-29.2%
-49.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.6% |
| 7D | +6.4% | -5.0% | +11.3% | +4.2% |
| 30D | +6.0% | -2.3% | +8.3% | +5.2% |
| 3M | -11.6% | -3.2% | -8.4% | -10.9% |
| 6M | -28.7% | -25.0% | -3.7% | -36.9% |
| YTD | -26.3% | -21.7% | -4.6% | -32.8% |
| 1Y | -34.9% | -9.0% | -26.0% | -34.4% |
| All | -79.1% | -29.2% | -49.9% | -79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling