-99.3%
SPXS vs FND
+56.5%
-155.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -1.8% |
| 7D | +2.5% | -5.8% | +8.2% | -1.1% |
| 30D | +4.2% | -20.2% | +24.4% | -9.0% |
| 3M | -9.3% | -12.0% | +2.6% | -14.8% |
| 6M | -30.7% | -18.5% | -12.2% | -36.1% |
| YTD | -28.1% | -22.3% | -5.8% | -34.8% |
| 1Y | -35.1% | -47.6% | +12.6% | -53.8% |
| 3Y | -79.6% | -49.8% | -29.8% | -83.0% |
| 5Y | -86.3% | -63.0% | -23.3% | -86.9% |
| All | -99.3% | +56.5% | -155.8% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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