-84.7%
SPXS vs FGI
-70.6%
-14.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.9% |
| 7D | +7.5% | -7.0% | +14.4% | +7.3% |
| 30D | +17.5% | -4.2% | +21.7% | +17.4% |
| 3M | +14.7% | +55.6% | -40.9% | +18.5% |
| 6M | -0.1% | -3.2% | +3.0% | +2.1% |
| YTD | -19.7% | +29.1% | -48.9% | -15.4% |
| 1Y | -23.6% | +51.0% | -74.6% | -18.5% |
| 3Y | -79.2% | +1.5% | -80.7% | -77.9% |
| All | -84.7% | -70.6% | -14.2% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling