-100.0%
SPXS vs FDS
+1,037.3%
-1,137.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.6% |
| 7D | -7.5% | +1.5% | -9.0% | -5.9% |
| 30D | +5.3% | +14.8% | -9.5% | +23.0% |
| 3M | +9.7% | +16.3% | -6.6% | +29.9% |
| 6M | -4.6% | +66.2% | -70.8% | +70.7% |
| YTD | -25.8% | +16.2% | -42.0% | -17.6% |
| 1Y | -28.8% | +21.8% | -50.6% | -16.1% |
| 3Y | -80.2% | -23.9% | -56.3% | -86.6% |
| 5Y | -83.2% | -23.1% | -60.1% | -85.4% |
| 10Y | -99.5% | +128.7% | -228.2% | -96.1% |
| All | -100.0% | +1,037.3% | -1,137.3% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling