-99.3%
SPXS vs FND
+66.0%
-165.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +2.4% |
| 7D | -0.1% | -5.2% | +5.1% | -3.1% |
| 30D | +0.8% | -19.9% | +20.7% | -11.7% |
| 3M | -4.7% | +2.7% | -7.4% | -0.9% |
| 6M | -29.6% | -21.7% | -8.0% | -36.8% |
| YTD | -29.8% | -17.5% | -12.3% | -34.1% |
| 1Y | -38.9% | -39.3% | +0.4% | -52.3% |
| 3Y | -79.6% | -49.8% | -29.8% | -83.2% |
| 5Y | -85.9% | -60.1% | -25.8% | -85.9% |
| All | -99.3% | +66.0% | -165.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling