+6.9%
FPS vs SPXU
-28.5%
+35.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -2.5% |
| 7D | +5.3% | +1.3% | +4.1% | +6.9% |
| 30D | -17.6% | +5.1% | -22.7% | -12.5% |
| 3M | -45.8% | -9.1% | -36.6% | -49.3% |
| 6M | -10.1% | -29.6% | +19.5% | -25.1% |
| All | +6.9% | -28.5% | +35.4% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling