-85.9%
SPXS vs FND
-62.8%
-23.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +0.9% |
| 7D | +6.4% | -5.1% | +11.5% | +3.1% |
| 30D | +6.0% | -22.5% | +28.5% | -9.0% |
| 3M | -11.6% | -5.0% | -6.6% | -12.4% |
| 6M | -28.7% | -21.5% | -7.2% | -35.9% |
| YTD | -26.3% | -23.0% | -3.3% | -33.6% |
| 1Y | -34.9% | -44.9% | +10.0% | -52.5% |
| 3Y | -79.5% | -50.0% | -29.5% | -82.8% |
| 5Y | -85.9% | -63.3% | -22.6% | -85.9% |
| All | -85.9% | -62.8% | -23.1% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling