+1,367.0%
SW vs SPXU
-100.0%
+1,467.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.4% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -4.6% | +0.8% | -5.4% | -4.4% |
| 3M | +9.4% | -4.7% | +14.1% | +9.2% |
| 6M | +3.5% | -29.6% | +33.1% | -0.3% |
| YTD | +22.0% | -29.9% | +51.9% | +17.8% |
| 1Y | +2.2% | -39.1% | +41.3% | -2.8% |
| 3Y | +19.6% | -80.0% | +99.6% | +4.0% |
| 5Y | -2.3% | -86.0% | +83.7% | -14.9% |
| 10Y | +181.4% | -99.5% | +280.9% | +102.4% |
| All | +1,367.0% | -100.0% | +1,467.0% | +773.0% |
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