-29.3%
AFRM vs SPXS
-92.2%
+63.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -4.0% |
| 7D | -8.0% | +1.2% | -9.3% | -6.7% |
| 30D | -9.8% | +5.2% | -15.0% | -4.2% |
| 3M | +4.7% | -9.2% | +13.8% | -2.1% |
| 6M | +34.1% | -29.6% | +63.7% | +0.8% |
| YTD | -8.4% | -27.6% | +19.2% | -28.1% |
| 1Y | -22.9% | -36.7% | +13.8% | -45.5% |
| 3Y | +203.3% | -79.8% | +283.1% | -6.1% |
| 5Y | -26.0% | -85.9% | +59.9% | -63.7% |
| All | -29.3% | -92.2% | +63.0% | -71.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling