-99.5%
SPXS vs SFM
+271.4%
-370.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.2% |
| 7D | +2.5% | -10.6% | +13.1% | -1.2% |
| 30D | +4.2% | -15.5% | +19.7% | -1.3% |
| 3M | -9.3% | -17.4% | +8.1% | -14.5% |
| 6M | -30.7% | -3.4% | -27.3% | -30.7% |
| YTD | -28.1% | -8.7% | -19.4% | -29.3% |
| 1Y | -35.1% | -47.2% | +12.1% | -47.5% |
| 3Y | -79.6% | +82.7% | -162.3% | -71.5% |
| 5Y | -86.3% | +214.3% | -300.6% | -74.1% |
| All | -99.5% | +271.4% | -370.9% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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