+826.4%
FN vs SPXS
-99.5%
+926.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -7.0% | +18.9% | +8.7% |
| 7D | +16.3% | -1.5% | +17.8% | +17.3% |
| 30D | -24.7% | +9.6% | -34.4% | -19.8% |
| 3M | -34.9% | +8.5% | -43.4% | -30.6% |
| 6M | -41.1% | -5.8% | -35.3% | -39.4% |
| YTD | -19.6% | -25.4% | +5.7% | -22.8% |
| 1Y | -18.5% | -28.8% | +10.3% | -22.3% |
| 3Y | +119.1% | -80.9% | +200.0% | +49.5% |
| 5Y | +206.9% | -83.1% | +290.1% | +137.6% |
| 10Y | +826.4% | -99.5% | +925.9% | +195.0% |
| All | +826.4% | -99.5% | +926.0% | +195.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling