-29.1%
FN vs SPXS
-21.5%
-7.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.8% | +12.5% | +10.8% |
| 7D | 0.0% | +7.5% | -7.5% | +9.7% |
| 30D | -34.3% | +17.5% | -51.8% | -19.7% |
| 3M | -39.9% | +14.7% | -54.5% | -27.3% |
| 6M | -51.8% | -0.1% | -51.7% | -46.9% |
| YTD | -28.1% | -19.7% | -8.4% | -32.6% |
| 1Y | -29.1% | -23.6% | -5.5% | -35.5% |
| All | -29.1% | -21.5% | -7.5% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling