-2.6%
SW vs SPXS
-81.6%
+79.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -1.2% |
| 7D | +2.3% | +7.5% | -5.2% | +4.6% |
| 30D | +6.8% | +17.5% | -10.7% | +11.9% |
| 3M | -5.2% | +14.7% | -19.9% | -1.0% |
| 6M | +7.4% | -0.1% | +7.5% | +9.2% |
| YTD | +17.4% | -19.7% | +37.1% | +14.1% |
| 1Y | +27.1% | -23.6% | +50.7% | +22.4% |
| 3Y | +47.9% | -79.2% | +127.0% | +16.7% |
| All | -2.6% | -81.6% | +79.0% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling