+52.7%
SWKS vs SPXS
-99.5%
+152.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.9% | +7.9% | +10.7% |
| 7D | +17.5% | +6.4% | +11.1% | +21.0% |
| 30D | +23.0% | +6.0% | +17.0% | +26.6% |
| 3M | +19.5% | -11.6% | +31.2% | +14.1% |
| 6M | +54.3% | -28.7% | +83.0% | +34.7% |
| YTD | +35.3% | -26.3% | +61.6% | +20.8% |
| 1Y | +17.9% | -34.9% | +52.8% | +0.6% |
| 3Y | -6.8% | -79.5% | +72.6% | -46.1% |
| 5Y | -45.4% | -85.9% | +40.5% | -66.3% |
| All | +52.7% | -99.5% | +152.2% | -68.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling