+978.5%
FITB vs SPXS
-100.0%
+1,078.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.8% |
| 7D | +2.8% | -7.5% | +10.3% | -1.2% |
| 30D | +9.8% | +5.3% | +4.5% | +13.7% |
| 3M | -5.2% | +9.7% | -14.9% | +0.8% |
| 6M | +17.3% | -4.6% | +21.9% | +16.7% |
| YTD | +19.3% | -25.8% | +45.1% | +5.6% |
| 1Y | +32.7% | -28.8% | +61.5% | +15.3% |
| 3Y | +141.6% | -80.2% | +221.8% | +20.0% |
| 5Y | +48.9% | -83.2% | +132.1% | -13.8% |
| 10Y | +216.5% | -99.5% | +316.0% | -58.7% |
| All | +978.5% | -100.0% | +1,078.5% | -90.4% |
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 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