-84.0%
SPXS vs FDS
-21.2%
-62.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.7% | -6.6% | -2.3% |
| 7D | +1.5% | -2.1% | +3.6% | +0.3% |
| 30D | +6.3% | +16.0% | -9.7% | +16.5% |
| 3M | +4.2% | +18.8% | -14.6% | +16.4% |
| 6M | -7.9% | +54.1% | -62.0% | +23.7% |
| YTD | -27.5% | +17.0% | -44.5% | -26.4% |
| 1Y | -27.0% | +25.5% | -52.6% | -20.1% |
| 3Y | -80.5% | -23.3% | -57.2% | -87.3% |
| 5Y | -84.0% | -22.6% | -61.3% | -85.9% |
| All | -84.0% | -21.2% | -62.8% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling