+494.2%
FIX vs SPXS
-80.3%
+574.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -0.5% |
| 7D | +9.4% | -7.5% | +16.9% | +4.4% |
| 30D | -27.8% | +5.3% | -33.1% | -23.4% |
| 3M | -35.6% | +9.7% | -45.2% | -29.3% |
| 6M | -45.2% | -4.6% | -40.7% | -43.7% |
| YTD | +19.5% | -25.8% | +45.3% | +7.8% |
| 1Y | +24.2% | -28.8% | +53.0% | +10.3% |
| 3Y | +494.2% | -80.2% | +574.3% | +187.3% |
| All | +494.2% | -80.3% | +574.5% | +187.3% |
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 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