+21.5%
SW vs SPXS
-16.0%
+37.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.9% | +9.0% | +1.7% |
| 7D | +12.1% | +2.2% | +9.9% | +13.3% |
| 30D | +6.6% | +3.8% | +2.8% | +8.8% |
| 3M | -6.0% | +3.3% | -9.3% | -3.7% |
| 6M | +21.5% | -16.7% | +38.2% | +2.2% |
| All | +21.5% | -16.0% | +37.5% | +2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling