-80.9%
FIG vs SPXS
-39.4%
-41.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -2.7% |
| 7D | -14.5% | +1.2% | -15.7% | -14.0% |
| 30D | -13.3% | +5.2% | -18.5% | -11.3% |
| 3M | +7.4% | -9.2% | +16.6% | +4.1% |
| 6M | -27.8% | -29.6% | +1.8% | -37.9% |
| YTD | -41.1% | -27.6% | -13.5% | -47.7% |
| 1Y | -58.7% | -36.7% | -22.0% | -63.5% |
| All | -80.9% | -39.4% | -41.6% | -82.7% |
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