+98.3%
FE vs SPXS
-100.0%
+198.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.6% |
| 7D | 0.0% | +7.5% | -7.5% | +1.5% |
| 30D | +5.2% | +17.5% | -12.3% | +8.8% |
| 3M | 0.0% | +14.7% | -14.7% | +3.0% |
| 6M | +5.0% | -0.1% | +5.2% | +5.6% |
| YTD | +7.9% | -19.7% | +27.6% | +4.3% |
| 1Y | +6.3% | -23.6% | +29.9% | +1.9% |
| 3Y | +46.0% | -79.2% | +125.2% | +11.0% |
| 5Y | +45.6% | -81.7% | +127.4% | +17.2% |
| 10Y | +109.3% | -99.5% | +208.8% | -5.7% |
| All | +98.3% | -100.0% | +198.3% | -60.4% |
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