+141.6%
FITB vs SPXS
-80.3%
+221.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.5% |
| 7D | +2.8% | -7.5% | +10.3% | +0.4% |
| 30D | +9.8% | +5.3% | +4.5% | +12.2% |
| 3M | -5.2% | +9.7% | -14.9% | -1.5% |
| 6M | +17.3% | -4.6% | +21.9% | +17.3% |
| YTD | +19.3% | -25.8% | +45.1% | +10.8% |
| 1Y | +32.7% | -28.8% | +61.5% | +21.9% |
| 3Y | +141.6% | -80.2% | +221.8% | +40.1% |
| All | +141.6% | -80.3% | +221.9% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling