+147.8%
SW vs SPXS
-99.5%
+247.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.5% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -4.6% | +0.8% | -5.4% | -4.3% |
| 3M | +9.4% | -4.7% | +14.1% | +9.1% |
| 6M | +3.5% | -29.6% | +33.1% | -1.6% |
| YTD | +22.0% | -29.8% | +51.8% | +16.2% |
| 1Y | +2.2% | -38.9% | +41.1% | -4.5% |
| 3Y | +19.6% | -79.6% | +99.2% | -1.0% |
| 5Y | -2.3% | -85.9% | +83.6% | -19.1% |
| All | +147.8% | -99.5% | +247.3% | +53.4% |
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