-100.0%
SPXS vs FDS
+1,044.8%
-1,144.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.7% | -6.6% | -0.8% |
| 7D | +1.5% | -2.1% | +3.6% | -0.9% |
| 30D | +6.3% | +16.0% | -9.7% | +25.6% |
| 3M | +4.2% | +18.8% | -14.6% | +26.6% |
| 6M | -7.9% | +54.1% | -62.0% | +49.3% |
| YTD | -27.5% | +17.0% | -44.5% | -18.9% |
| 1Y | -27.0% | +25.5% | -52.6% | -10.8% |
| 3Y | -80.5% | -23.3% | -57.2% | -86.7% |
| 5Y | -84.0% | -22.6% | -61.3% | -86.0% |
| 10Y | -99.5% | +130.2% | -229.7% | -96.2% |
| All | -100.0% | +1,044.8% | -1,144.8% | -99.4% |
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