+4.4%
FE vs SPXS
-25.7%
+30.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -0.3% | -9.5% | +9.2% | 0.0% |
| 30D | +3.9% | +7.4% | -3.5% | +3.6% |
| 3M | -0.1% | +6.1% | -6.2% | -0.4% |
| 6M | +6.1% | -7.3% | +13.4% | +6.2% |
| YTD | +8.1% | -26.7% | +34.8% | +7.4% |
| 1Y | +4.4% | -26.2% | +30.6% | +3.9% |
| All | +4.4% | -25.7% | +30.1% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling