-99.5%
SPXS vs FIVE
+486.0%
-585.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.2% | -0.2% |
| 7D | +1.2% | +1.7% | -0.4% | +2.2% |
| 30D | +5.2% | +5.0% | +0.2% | +8.5% |
| 3M | -9.2% | +29.5% | -38.7% | +6.8% |
| 6M | -29.6% | +12.4% | -42.0% | -22.7% |
| YTD | -27.6% | +31.2% | -58.8% | -11.8% |
| 1Y | -36.7% | +72.9% | -109.6% | -6.5% |
| 3Y | -79.8% | +53.0% | -132.8% | -66.8% |
| 5Y | -85.9% | +34.2% | -120.0% | -72.1% |
| 10Y | -99.5% | +497.6% | -597.2% | -97.0% |
| All | -99.5% | +486.0% | -585.6% | -97.0% |
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