+2,254.8%
SWKS vs SPXS
-100.0%
+2,354.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +0.8% |
| 7D | -6.2% | +7.5% | -13.6% | -2.5% |
| 30D | -1.5% | +17.5% | -19.0% | +7.1% |
| 3M | +23.0% | +14.7% | +8.3% | +32.6% |
| 6M | +27.6% | -0.1% | +27.7% | +31.3% |
| YTD | +32.3% | -19.7% | +52.1% | +24.2% |
| 1Y | +20.1% | -23.6% | +43.7% | +10.8% |
| 3Y | +0.6% | -79.2% | +79.8% | -41.0% |
| 5Y | -42.3% | -81.7% | +39.4% | -59.3% |
| 10Y | +35.9% | -99.5% | +135.5% | -70.6% |
| All | +2,254.8% | -100.0% | +2,354.8% | +30.0% |
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