+27,919.9%
FIX vs SPXS
-100.0%
+28,019.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +2.5% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | -7.2% | +0.8% | -8.1% | -6.8% |
| 3M | -15.9% | -4.7% | -11.1% | -15.9% |
| 6M | +12.7% | -29.6% | +42.4% | +0.7% |
| YTD | +72.8% | -29.8% | +102.6% | +55.3% |
| 1Y | +122.9% | -38.9% | +161.8% | +92.5% |
| 3Y | +774.3% | -79.6% | +853.9% | +463.8% |
| 5Y | +2,049.5% | -85.9% | +2,135.4% | +1,332.5% |
| 10Y | +5,821.5% | -99.5% | +5,921.0% | +1,339.8% |
| All | +27,919.9% | -100.0% | +28,019.9% | +1,294.3% |
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 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