+175.6%
FN vs SPXS
-83.0%
+258.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.3% | -8.6% | -6.6% |
| 7D | +0.3% | -7.5% | +7.8% | -3.3% |
| 30D | -16.5% | +5.3% | -21.9% | -11.7% |
| 3M | -42.1% | +9.7% | -51.8% | -36.8% |
| 6M | -52.9% | -4.6% | -48.3% | -50.9% |
| YTD | -28.0% | -25.8% | -2.2% | -31.7% |
| 1Y | -18.5% | -28.8% | +10.3% | -23.5% |
| 3Y | +93.9% | -80.2% | +174.0% | +27.6% |
| All | +175.6% | -83.0% | +258.7% | +100.6% |
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