+2,020.7%
SWKS vs SPXS
-100.0%
+2,120.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +4.2% |
| 7D | +12.5% | -0.1% | +12.6% | +12.5% |
| 30D | +10.5% | +0.8% | +9.7% | +11.1% |
| 3M | -7.4% | -4.7% | -2.7% | -7.7% |
| 6M | +32.7% | -29.6% | +62.3% | +15.5% |
| YTD | +19.2% | -29.8% | +49.0% | +4.1% |
| 1Y | +2.4% | -38.9% | +41.3% | -15.1% |
| 3Y | -25.6% | -79.6% | +54.0% | -56.8% |
| 5Y | -53.4% | -85.9% | +32.5% | -71.0% |
| 10Y | +23.2% | -99.5% | +122.7% | -73.6% |
| All | +2,020.7% | -100.0% | +2,120.7% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling