+39.1%
SWKS vs SPXS
-99.6%
+138.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +2.3% |
| 7D | +6.8% | +1.2% | +5.5% | +7.4% |
| 30D | +11.3% | +5.2% | +6.1% | +14.2% |
| 3M | +4.1% | -9.2% | +13.2% | +0.9% |
| 6M | +39.7% | -29.6% | +69.3% | +21.3% |
| YTD | +23.2% | -27.6% | +50.8% | +9.2% |
| 1Y | +5.3% | -36.7% | +42.0% | -11.3% |
| 3Y | -15.1% | -79.8% | +64.7% | -51.3% |
| 5Y | -50.3% | -85.9% | +35.5% | -69.2% |
| All | +39.1% | -99.6% | +138.6% | -71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling