-80.8%
FIG vs SPXS
-38.3%
-42.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +1.3% |
| 7D | -12.2% | +6.4% | -18.6% | -10.0% |
| 30D | -11.0% | +6.0% | -17.0% | -8.7% |
| 3M | +11.9% | -11.6% | +23.5% | +6.6% |
| 6M | -21.9% | -28.7% | +6.8% | -32.7% |
| YTD | -40.8% | -26.3% | -14.5% | -47.0% |
| 1Y | -56.6% | -34.9% | -21.7% | -61.5% |
| All | -80.8% | -38.3% | -42.6% | -82.5% |
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