+135.9%
WMT vs SPXS
-86.0%
+221.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.8% | +1.0% |
| 7D | 0.0% | +2.5% | -2.5% | +0.4% |
| 30D | -7.4% | +4.2% | -11.6% | -6.8% |
| 3M | -10.9% | -9.3% | -1.6% | -11.9% |
| 6M | -12.7% | -30.7% | +18.0% | -16.7% |
| YTD | -3.2% | -28.1% | +24.8% | -7.1% |
| 1Y | +5.3% | -35.1% | +40.3% | -0.4% |
| 3Y | +101.9% | -79.6% | +181.4% | +66.7% |
| All | +135.9% | -86.0% | +221.9% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling