+27.4%
WMT vs SPXS
-30.2%
+57.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.3% | +3.6% |
| 7D | +8.8% | +2.2% | +6.6% | +8.6% |
| 30D | +22.9% | +3.8% | +19.2% | +22.7% |
| 3M | +16.1% | +3.3% | +12.7% | +15.8% |
| 6M | -0.5% | -16.7% | +16.2% | -0.4% |
| YTD | +16.7% | -28.5% | +45.2% | +14.7% |
| 1Y | +27.4% | -30.4% | +57.8% | +25.7% |
| All | +27.4% | -30.2% | +57.5% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling