-99.9%
SPXS vs FIVE
+874.1%
-974.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.6% | -12.6% | -4.0% |
| 7D | -1.5% | +6.2% | -7.7% | +2.5% |
| 30D | +9.6% | +18.2% | -8.5% | +21.0% |
| 3M | +8.5% | +3.8% | +4.6% | +12.1% |
| 6M | -5.8% | +13.7% | -19.5% | +3.0% |
| YTD | -25.4% | +34.7% | -60.1% | -8.5% |
| 1Y | -28.8% | +66.6% | -95.5% | -1.4% |
| 3Y | -80.9% | +44.3% | -125.2% | -70.4% |
| 5Y | -83.1% | +18.8% | -101.9% | -70.0% |
| 10Y | -99.5% | +569.2% | -668.7% | -97.0% |
| All | -99.9% | +874.1% | -974.1% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling