-100.0%
SPXS vs FDS
+932.2%
-1,032.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | -2.8% |
| 7D | -0.1% | -1.9% | +1.8% | -2.1% |
| 30D | +0.8% | +9.0% | -8.2% | +11.8% |
| 3M | -4.7% | +18.9% | -23.6% | +14.4% |
| 6M | -29.6% | +35.1% | -64.8% | -2.0% |
| YTD | -29.8% | +5.5% | -35.3% | -29.8% |
| 1Y | -38.9% | -16.8% | -22.1% | -56.6% |
| 3Y | -79.6% | -28.1% | -51.6% | -86.7% |
| 5Y | -85.9% | -17.4% | -68.5% | -86.0% |
| 10Y | -99.5% | +85.4% | -185.0% | -97.2% |
| All | -100.0% | +932.2% | -1,032.2% | -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