-99.8%
SPXS vs FWONK
+276.9%
-376.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.3% |
| 7D | +2.5% | +0.1% | +2.4% | +2.6% |
| 30D | +4.2% | -7.7% | +11.9% | -2.1% |
| 3M | -9.3% | +5.7% | -15.0% | -5.1% |
| 6M | -30.7% | +13.5% | -44.2% | -22.4% |
| YTD | -28.1% | -3.0% | -25.1% | -28.9% |
| 1Y | -35.1% | -6.4% | -28.6% | -37.6% |
| 3Y | -79.6% | +43.8% | -123.4% | -69.4% |
| 5Y | -86.3% | +98.6% | -184.8% | -68.7% |
| 10Y | -99.5% | +340.0% | -439.5% | -97.2% |
| All | -99.8% | +276.9% | -376.7% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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