-56.9%
AFRM vs SPXS
-82.9%
+26.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.9% | -7.5% |
| 7D | -7.5% | -1.5% | -6.0% | -7.9% |
| 30D | -15.7% | +9.6% | -25.3% | -5.2% |
| 3M | -9.6% | +8.5% | -18.1% | +1.8% |
| 6M | +6.3% | -5.8% | +12.0% | +6.9% |
| YTD | -8.6% | -25.4% | +16.8% | -24.9% |
| 1Y | -7.6% | -28.8% | +21.2% | -26.7% |
| 3Y | +173.7% | -80.9% | +254.5% | -28.8% |
| 5Y | -56.9% | -83.1% | +26.2% | -76.1% |
| All | -56.9% | -82.9% | +26.0% | -76.1% |
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