+97.8%
FE vs SPXS
-100.0%
+197.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.3% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | -1.2% | +0.8% | -2.0% | -1.0% |
| 3M | +3.5% | -4.7% | +8.2% | +2.8% |
| 6M | -6.1% | -29.6% | +23.6% | -11.9% |
| YTD | +7.6% | -29.8% | +37.4% | +1.1% |
| 1Y | +11.9% | -38.9% | +50.9% | +2.5% |
| 3Y | +48.4% | -79.6% | +128.0% | +12.7% |
| 5Y | +44.8% | -85.9% | +130.7% | +10.3% |
| 10Y | +115.9% | -99.5% | +215.4% | -3.1% |
| All | +97.8% | -100.0% | +197.8% | -61.6% |
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