-99.5%
SPXS vs FTV
+109.2%
-208.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.5% |
| 7D | -7.5% | +3.9% | -11.4% | -2.3% |
| 30D | +5.3% | +18.7% | -13.3% | +34.5% |
| 3M | +9.7% | +10.0% | -0.3% | +26.6% |
| 6M | -4.6% | +14.6% | -19.1% | +17.3% |
| YTD | -25.8% | +23.4% | -49.2% | +2.5% |
| 1Y | -28.8% | +31.3% | -60.1% | +8.0% |
| 3Y | -80.2% | +39.8% | -120.0% | -59.8% |
| 5Y | -83.2% | +17.7% | -100.9% | -63.5% |
| All | -99.5% | +109.2% | -208.7% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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