+185.4%
SW vs SPXS
-99.5%
+284.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +13.2% | -14.8% | +1.1% |
| 7D | +4.7% | +14.3% | -9.7% | +7.7% |
| 30D | +5.0% | +19.4% | -14.4% | +9.0% |
| 3M | -7.3% | +16.2% | -23.6% | -4.1% |
| 6M | +15.0% | -3.4% | +18.4% | +15.8% |
| YTD | +18.5% | -19.1% | +37.6% | +16.5% |
| 1Y | +27.1% | -20.5% | +47.6% | +24.9% |
| 3Y | +49.3% | -79.1% | +128.5% | +24.9% |
| 5Y | -1.6% | -81.6% | +79.9% | -14.7% |
| All | +185.4% | -99.5% | +284.9% | +84.8% |
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