+2,185.6%
FIX vs SPXS
-85.9%
+2,271.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +3.2% |
| 7D | +6.1% | -1.5% | +7.6% | +5.2% |
| 30D | -2.7% | +3.7% | -6.3% | -0.8% |
| 3M | -10.9% | -9.6% | -1.4% | -13.6% |
| 6M | +29.0% | -32.4% | +61.4% | +11.4% |
| YTD | +76.9% | -28.7% | +105.5% | +58.2% |
| 1Y | +130.7% | -38.1% | +168.8% | +97.7% |
| 3Y | +790.7% | -80.1% | +870.8% | +475.6% |
| 5Y | +2,185.6% | -85.9% | +2,271.5% | +1,461.5% |
| All | +2,185.6% | -85.9% | +2,271.5% | +1,461.5% |
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