-38.1%
SPXS vs FGI
+93.1%
-131.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.7% |
| 7D | -1.5% | +5.2% | -6.7% | -1.5% |
| 30D | +3.7% | +65.2% | -61.5% | +5.8% |
| 3M | -9.6% | +30.2% | -39.8% | -7.9% |
| 6M | -32.4% | +87.8% | -120.2% | -29.6% |
| YTD | -28.7% | +32.5% | -61.1% | -26.3% |
| 1Y | -38.1% | +93.6% | -131.7% | -36.2% |
| All | -38.1% | +93.1% | -131.2% | -36.2% |
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