-24.1%
SPXS vs FGI
+41.8%
-65.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +0.4% | -4.1% | +4.5% | +0.3% |
| 30D | +10.8% | -3.4% | +14.2% | +10.8% |
| 3M | +9.6% | +61.8% | -52.1% | +12.9% |
| 6M | -4.7% | +17.0% | -21.8% | -2.3% |
| YTD | -24.6% | +31.4% | -56.0% | -20.3% |
| All | -24.1% | +41.8% | -65.9% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling