-25.2%
AFRM vs SPXS
-92.3%
+67.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | +1.3% |
| 7D | +3.1% | -1.5% | +4.6% | +1.5% |
| 30D | -4.2% | +3.7% | -7.9% | +0.1% |
| 3M | +10.1% | -9.6% | +19.7% | +2.4% |
| 6M | +39.4% | -32.4% | +71.8% | +0.4% |
| YTD | -3.2% | -28.7% | +25.5% | -25.1% |
| 1Y | -16.1% | -38.1% | +22.0% | -42.0% |
| 3Y | +220.8% | -80.1% | +300.9% | -2.3% |
| 5Y | -17.7% | -85.9% | +68.2% | -60.0% |
| All | -25.2% | -92.3% | +67.1% | -70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling