+51.6%
SW vs SPXS
-81.5%
+133.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.9% | +9.0% | +2.2% |
| 7D | +12.1% | +2.2% | +9.9% | +13.1% |
| 30D | +6.6% | +3.8% | +2.8% | +8.2% |
| 3M | -6.0% | +3.3% | -9.3% | -4.3% |
| 6M | +21.5% | -16.7% | +38.2% | +15.8% |
| YTD | +20.3% | -28.5% | +48.9% | +10.0% |
| 1Y | +28.1% | -30.4% | +58.6% | +16.5% |
| All | +51.6% | -81.5% | +133.0% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling