+177.1%
SW vs SPXS
-99.5%
+276.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.6% |
| 7D | -2.9% | -7.5% | +4.6% | -4.3% |
| 30D | +5.0% | +5.3% | -0.3% | +6.4% |
| 3M | -13.7% | +9.7% | -23.4% | -11.6% |
| 6M | +8.0% | -4.6% | +12.6% | +8.5% |
| YTD | +14.0% | -25.8% | +39.7% | +10.2% |
| 1Y | +25.6% | -28.8% | +54.4% | +20.8% |
| 3Y | +40.1% | -80.2% | +120.3% | +15.9% |
| 5Y | -2.6% | -83.2% | +80.6% | -17.0% |
| All | +177.1% | -99.5% | +276.6% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling