-85.9%
SPXS vs FDS
-28.1%
-57.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.8% | +7.7% | -1.8% |
| 7D | +6.4% | -16.0% | +22.4% | -4.5% |
| 30D | +6.0% | -6.7% | +12.7% | +1.9% |
| 3M | -11.6% | +6.0% | -17.6% | -8.1% |
| 6M | -28.7% | +25.1% | -53.8% | -14.8% |
| YTD | -26.3% | -8.1% | -18.1% | -35.3% |
| 1Y | -34.9% | -26.0% | -8.9% | -56.4% |
| 3Y | -79.5% | -36.4% | -43.0% | -87.1% |
| 5Y | -85.9% | -27.7% | -58.2% | -89.5% |
| All | -85.9% | -28.1% | -57.8% | -89.5% |
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