+27.1%
SW vs SPXS
-21.5%
+48.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -1.3% |
| 7D | +2.3% | +7.5% | -5.2% | +5.7% |
| 30D | +6.8% | +17.5% | -10.7% | +14.9% |
| 3M | -5.2% | +14.7% | -19.9% | +1.3% |
| 6M | +7.4% | -0.1% | +7.5% | +9.2% |
| YTD | +17.4% | -19.7% | +37.1% | +9.1% |
| 1Y | +27.1% | -23.6% | +50.7% | +17.0% |
| All | +27.1% | -21.5% | +48.6% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling