+1,346.5%
SW vs SPXU
-100.0%
+1,446.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.9% | +9.0% | +3.4% |
| 7D | +12.1% | +2.2% | +9.9% | +12.4% |
| 30D | +6.6% | +3.8% | +2.8% | +7.2% |
| 3M | -6.0% | +3.3% | -9.3% | -5.4% |
| 6M | +21.5% | -16.7% | +38.2% | +19.5% |
| YTD | +20.3% | -28.6% | +49.0% | +16.6% |
| 1Y | +28.1% | -30.6% | +58.7% | +24.0% |
| 3Y | +51.6% | -81.9% | +133.5% | +30.5% |
| 5Y | -0.1% | -84.0% | +83.9% | -11.8% |
| 10Y | +189.7% | -99.6% | +289.3% | +108.0% |
| All | +1,346.5% | -100.0% | +1,446.5% | +764.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 all: compounded portfolio wealth divided by compounded SPXU 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…
all analysis · Full analysis span regression · 6 months rolling