-99.6%
SPXS vs FTV
+90.8%
-190.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | 0.0% |
| 7D | -0.1% | -4.5% | +4.4% | -6.0% |
| 30D | +0.8% | -7.1% | +7.9% | -8.6% |
| 3M | -4.7% | -7.2% | +2.4% | -13.3% |
| 6M | -29.6% | -1.5% | -28.1% | -29.7% |
| YTD | -29.8% | +3.5% | -33.3% | -24.8% |
| 1Y | -38.9% | +20.3% | -59.3% | -18.0% |
| 3Y | -79.6% | -3.1% | -76.5% | -75.7% |
| 5Y | -85.9% | +2.3% | -88.3% | -74.9% |
| 10Y | -99.5% | +76.3% | -175.8% | -97.2% |
| All | -99.6% | +90.8% | -190.4% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling