-99.5%
SPXS vs FDS
+64.8%
-164.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -3.6% |
| 7D | +2.5% | -14.0% | +16.5% | -11.4% |
| 30D | +4.2% | -6.2% | +10.4% | -1.7% |
| 3M | -9.3% | +10.2% | -19.5% | -0.1% |
| 6M | -30.7% | +27.4% | -58.1% | -10.6% |
| YTD | -28.1% | -9.3% | -18.8% | -38.7% |
| 1Y | -35.1% | -28.6% | -6.4% | -60.2% |
| 3Y | -79.6% | -36.8% | -42.8% | -88.0% |
| 5Y | -86.3% | -28.6% | -57.6% | -88.1% |
| All | -99.5% | +64.8% | -164.3% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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