+68.4%
FITB vs SPXS
-85.7%
+154.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.1% |
| 7D | -0.4% | +1.2% | -1.6% | +0.1% |
| 30D | -5.1% | +5.2% | -10.3% | -3.3% |
| 3M | +3.5% | -9.2% | +12.7% | +0.6% |
| 6M | +17.2% | -29.6% | +46.8% | +4.6% |
| YTD | +17.6% | -27.6% | +45.3% | +6.7% |
| 1Y | +23.4% | -36.7% | +60.1% | +7.2% |
| 3Y | +129.7% | -79.8% | +209.6% | +44.6% |
| 5Y | +68.4% | -85.9% | +154.3% | +10.4% |
| All | +68.4% | -85.7% | +154.1% | +10.4% |
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 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