-1.6%
SW vs SPXS
-81.5%
+79.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +13.2% | -14.8% | +2.0% |
| 7D | +4.7% | +14.3% | -9.7% | +8.8% |
| 30D | +5.0% | +19.4% | -14.4% | +10.5% |
| 3M | -7.3% | +16.2% | -23.6% | -2.9% |
| 6M | +15.0% | -3.4% | +18.4% | +16.0% |
| YTD | +18.5% | -19.1% | +37.6% | +15.5% |
| 1Y | +27.1% | -20.5% | +47.6% | +23.8% |
| 3Y | +49.3% | -79.1% | +128.5% | +18.0% |
| 5Y | -1.6% | -81.6% | +79.9% | -19.7% |
| All | -1.6% | -81.5% | +79.8% | -19.7% |
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