-15.8%
INFQ vs SPXS
-29.2%
+13.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | -2.2% |
| 7D | +2.1% | +2.5% | -0.4% | +5.7% |
| 30D | +6.1% | +4.2% | +1.9% | +13.0% |
| 3M | -7.1% | -9.3% | +2.2% | -17.1% |
| 6M | +14.8% | -30.7% | +45.5% | -22.6% |
| All | -15.8% | -29.2% | +13.4% | -40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling