+282.0%
FITB vs SPXS
-99.5%
+381.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | +1.2% |
| 7D | -1.0% | +6.4% | -7.4% | +1.7% |
| 30D | -5.5% | +6.0% | -11.5% | -3.0% |
| 3M | +4.1% | -11.6% | +15.7% | -0.7% |
| 6M | +18.7% | -28.7% | +47.4% | +4.5% |
| YTD | +18.2% | -26.3% | +44.4% | +6.2% |
| 1Y | +23.7% | -34.9% | +58.6% | +6.2% |
| 3Y | +130.8% | -79.5% | +210.2% | +35.2% |
| 5Y | +69.8% | -85.9% | +155.7% | +3.3% |
| All | +282.0% | -99.5% | +381.5% | -18.3% |
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