-100.0%
SPXS vs WY
+250.7%
-350.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.1% | 0.0% |
| 7D | -1.5% | -2.1% | +0.5% | -3.9% |
| 30D | +3.7% | -10.5% | +14.2% | -8.8% |
| 3M | -9.6% | -4.9% | -4.7% | -14.7% |
| 6M | -32.4% | -4.9% | -27.5% | -35.6% |
| YTD | -28.7% | -1.7% | -27.0% | -29.4% |
| 1Y | -38.1% | -9.4% | -28.7% | -44.5% |
| 3Y | -80.1% | -22.3% | -57.8% | -83.2% |
| 5Y | -85.9% | -20.5% | -65.4% | -84.3% |
| 10Y | -99.5% | +4.9% | -104.4% | -98.3% |
| All | -100.0% | +250.7% | -350.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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