-86.1%
SPXS vs FIVE
+31.2%
-117.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +3.9% |
| 7D | -0.1% | +4.3% | -4.3% | +2.1% |
| 30D | +0.8% | +12.5% | -11.7% | +7.5% |
| 3M | -4.7% | +31.2% | -36.0% | +10.3% |
| 6M | -29.6% | +14.4% | -44.0% | -22.9% |
| YTD | -29.8% | +33.9% | -63.7% | -15.6% |
| 1Y | -38.9% | +65.1% | -104.0% | -16.2% |
| 3Y | -79.6% | +49.0% | -128.6% | -69.5% |
| All | -86.1% | +31.2% | -117.3% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling