+122.7%
FE vs SPXS
-99.5%
+222.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | -0.6% |
| 7D | -0.4% | +1.5% | -1.9% | +0.1% |
| 30D | +3.6% | +6.3% | -2.7% | +5.1% |
| 3M | +0.3% | +4.2% | -3.9% | +1.5% |
| 6M | +6.4% | -7.9% | +14.3% | +5.4% |
| YTD | +8.1% | -27.5% | +35.6% | +2.7% |
| 1Y | +4.6% | -27.0% | +31.6% | -0.4% |
| 3Y | +49.1% | -80.5% | +129.7% | +11.5% |
| 5Y | +46.1% | -84.0% | +130.1% | +14.6% |
| 10Y | +122.7% | -99.5% | +222.2% | -0.9% |
| All | +122.7% | -99.5% | +222.2% | -0.9% |
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