+2,943.1%
FN vs SPXS
-100.0%
+3,043.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.8% | +12.5% | +11.3% |
| 7D | 0.0% | +7.5% | -7.5% | +4.4% |
| 30D | -34.3% | +17.5% | -51.8% | -28.1% |
| 3M | -39.9% | +14.7% | -54.5% | -34.4% |
| 6M | -51.8% | -0.1% | -51.7% | -49.3% |
| YTD | -28.1% | -19.7% | -8.4% | -29.1% |
| 1Y | -29.1% | -23.6% | -5.5% | -30.5% |
| 3Y | +102.4% | -79.2% | +181.6% | +39.6% |
| 5Y | +171.7% | -81.7% | +253.4% | +114.1% |
| 10Y | +773.5% | -99.5% | +873.0% | +136.6% |
| All | +2,943.1% | -100.0% | +3,043.1% | +201.4% |
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