-79.5%
SPXS vs FND
-50.0%
-29.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.1% |
| 7D | +1.2% | -0.8% | +2.0% | +1.0% |
| 30D | +5.2% | -19.6% | +24.8% | -4.5% |
| 3M | -9.2% | -4.3% | -4.8% | -9.1% |
| 6M | -29.6% | -20.4% | -9.1% | -34.2% |
| YTD | -27.6% | -21.9% | -5.8% | -32.0% |
| 1Y | -36.7% | -45.2% | +8.5% | -49.9% |
| All | -79.5% | -50.0% | -29.4% | -80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling