-99.5%
SPXS vs FIVE
+562.8%
-662.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.0% |
| 7D | +0.4% | +7.3% | -6.9% | +5.7% |
| 30D | +10.8% | +18.1% | -7.2% | +23.6% |
| 3M | +9.6% | +7.7% | +1.9% | +16.2% |
| 6M | -4.7% | +13.6% | -18.3% | +5.0% |
| YTD | -24.6% | +34.6% | -59.1% | -5.6% |
| 1Y | -24.6% | +66.2% | -90.8% | +8.3% |
| 3Y | -79.8% | +43.5% | -123.2% | -68.3% |
| 5Y | -83.3% | +20.7% | -104.0% | -69.4% |
| 10Y | -99.5% | +541.5% | -641.0% | -96.8% |
| All | -99.5% | +562.8% | -662.3% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling