-22.6%
FPS vs SPXS
-29.4%
+6.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.9% | -12.4% | -22.7% |
| 7D | -23.3% | +2.2% | -25.5% | -21.4% |
| 30D | -42.4% | +3.8% | -46.2% | -38.6% |
| 3M | -43.0% | +3.3% | -46.4% | -39.0% |
| 6M | -44.5% | -16.7% | -27.8% | -49.7% |
| All | -22.6% | -29.4% | +6.8% | -33.4% |
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 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