-35.1%
SPXS vs FND
-45.3%
+10.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.1% |
| 7D | +2.5% | -5.8% | +8.2% | +0.5% |
| 30D | +4.2% | -20.2% | +24.4% | -3.2% |
| 3M | -9.3% | -12.0% | +2.6% | -12.0% |
| 6M | -30.7% | -18.5% | -12.2% | -32.8% |
| YTD | -28.1% | -22.3% | -5.8% | -30.4% |
| 1Y | -35.1% | -47.6% | +12.6% | -41.8% |
| All | -35.1% | -45.3% | +10.3% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling