-79.5%
SPXS vs FTV
-3.3%
-76.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +0.2% |
| 7D | +1.2% | -1.3% | +2.5% | +0.1% |
| 30D | +5.2% | -9.5% | +14.7% | -4.6% |
| 3M | -9.2% | -10.9% | +1.7% | -18.4% |
| 6M | -29.6% | -0.6% | -29.0% | -28.1% |
| YTD | -27.6% | +1.4% | -29.0% | -24.0% |
| 1Y | -36.7% | +17.6% | -54.4% | -19.0% |
| All | -79.5% | -3.3% | -76.2% | -76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling