+46.2%
FE vs SPXS
-85.9%
+132.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.5% |
| 7D | +0.6% | -1.5% | +2.2% | +0.5% |
| 30D | -2.1% | +3.7% | -5.8% | -1.8% |
| 3M | +2.6% | -9.6% | +12.2% | +1.7% |
| 6M | -6.8% | -32.4% | +25.6% | -10.4% |
| YTD | +6.9% | -28.7% | +35.5% | +3.5% |
| 1Y | +11.6% | -38.1% | +49.6% | +6.3% |
| 3Y | +47.7% | -80.1% | +127.8% | +22.9% |
| 5Y | +46.2% | -85.9% | +132.1% | +19.0% |
| All | +46.2% | -85.9% | +132.1% | +19.0% |
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