+1,440.5%
FANG vs SPXS
-99.9%
+1,540.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -1.2% |
| 7D | +2.9% | +2.5% | +0.4% | +3.9% |
| 30D | +2.6% | +4.2% | -1.6% | +4.3% |
| 3M | +7.6% | -9.3% | +16.9% | +3.4% |
| 6M | +17.3% | -30.7% | +48.0% | +1.2% |
| YTD | +38.7% | -28.1% | +66.7% | +21.9% |
| 1Y | +51.6% | -35.1% | +86.7% | +28.4% |
| 3Y | +50.0% | -79.6% | +129.5% | -12.6% |
| 5Y | +237.6% | -86.3% | +323.8% | +97.3% |
| 10Y | +180.7% | -99.5% | +280.2% | -38.8% |
| All | +1,440.5% | -99.9% | +1,540.5% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling