-85.9%
SPXS vs FGI
-74.8%
-11.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -25.2% | +26.5% | +0.6% |
| 7D | -7.5% | -14.4% | +6.9% | -7.8% |
| 30D | +5.3% | -11.8% | +17.1% | +5.2% |
| 3M | +9.7% | -46.2% | +55.9% | +8.1% |
| 6M | -4.6% | +5.2% | -9.7% | -1.9% |
| YTD | -25.8% | +10.5% | -36.3% | -22.0% |
| 1Y | -28.8% | +25.5% | -54.3% | -24.3% |
| 3Y | -80.2% | -16.0% | -64.2% | -79.1% |
| All | -85.9% | -74.8% | -11.1% | -85.9% |
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 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