+114.5%
FE vs SPXS
-99.5%
+214.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -0.2% |
| 7D | -0.2% | +1.2% | -1.4% | +0.1% |
| 30D | -1.2% | +5.2% | -6.4% | -0.2% |
| 3M | +1.7% | -9.2% | +10.8% | +0.1% |
| 6M | -7.5% | -29.6% | +22.1% | -13.0% |
| YTD | +6.3% | -27.6% | +33.9% | +0.6% |
| 1Y | +10.9% | -36.7% | +47.6% | +2.4% |
| 3Y | +46.9% | -79.8% | +126.8% | +10.8% |
| 5Y | +47.6% | -85.9% | +133.5% | +12.1% |
| 10Y | +114.5% | -99.5% | +214.0% | -9.3% |
| All | +114.5% | -99.5% | +214.0% | -9.3% |
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