-80.9%
SPXS vs FIVE
+42.1%
-123.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.6% | -12.6% | -5.0% |
| 7D | -1.5% | +6.2% | -7.7% | +1.1% |
| 30D | +9.6% | +18.2% | -8.5% | +16.8% |
| 3M | +8.5% | +3.8% | +4.6% | +10.9% |
| 6M | -5.8% | +13.7% | -19.5% | 0.0% |
| YTD | -25.4% | +34.7% | -60.1% | -14.3% |
| 1Y | -28.8% | +66.6% | -95.5% | -11.3% |
| 3Y | -80.9% | +44.3% | -125.2% | -68.7% |
| All | -80.9% | +42.1% | -123.0% | -68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling