+173.5%
FN vs SPXS
-81.6%
+255.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.8% | +12.5% | +11.2% |
| 7D | 0.0% | +7.5% | -7.5% | +5.4% |
| 30D | -34.3% | +17.5% | -51.8% | -26.6% |
| 3M | -39.9% | +14.7% | -54.5% | -33.2% |
| 6M | -51.8% | -0.1% | -51.7% | -48.8% |
| YTD | -28.1% | -19.7% | -8.4% | -29.4% |
| 1Y | -29.1% | -23.6% | -5.5% | -30.9% |
| 3Y | +102.4% | -79.2% | +181.6% | +36.8% |
| All | +173.5% | -81.6% | +255.1% | +106.7% |
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