+138.0%
FXI vs SPXS
-100.0%
+238.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -1.9% |
| 7D | -1.0% | -1.5% | +0.6% | -1.5% |
| 30D | -3.2% | +3.7% | -6.9% | -2.0% |
| 3M | +1.7% | -9.6% | +11.3% | -1.2% |
| 6M | -1.6% | -32.4% | +30.8% | -12.2% |
| YTD | -7.9% | -28.7% | +20.8% | -16.0% |
| 1Y | -9.6% | -38.1% | +28.5% | -20.7% |
| 3Y | +40.5% | -80.1% | +120.6% | -8.6% |
| 5Y | -6.2% | -85.9% | +79.7% | -37.5% |
| 10Y | +14.2% | -99.5% | +113.7% | -70.1% |
| All | +138.0% | -100.0% | +238.0% | -87.3% |
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