+976.9%
FITB vs SPXS
-100.0%
+1,076.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | +0.5% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -4.7% | +0.8% | -5.6% | -4.2% |
| 3M | +6.7% | -4.7% | +11.4% | +4.8% |
| 6M | +12.6% | -29.6% | +42.2% | -4.7% |
| YTD | +19.1% | -29.8% | +48.9% | +1.3% |
| 1Y | +22.6% | -38.9% | +61.6% | -2.2% |
| 3Y | +127.1% | -79.6% | +206.7% | +14.9% |
| 5Y | +71.8% | -85.9% | +157.7% | -10.1% |
| 10Y | +287.2% | -99.5% | +386.7% | -51.2% |
| All | +976.9% | -100.0% | +1,076.9% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling