-99.5%
SPXS vs SFM
+140.2%
-239.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.7% |
| 7D | -7.5% | +6.0% | -13.6% | -5.7% |
| 30D | +5.3% | -19.5% | +24.8% | -0.6% |
| 3M | +9.7% | -37.0% | +46.7% | -4.5% |
| 6M | -4.6% | -41.0% | +36.5% | -18.5% |
| YTD | -25.8% | -34.6% | +8.9% | -33.9% |
| 1Y | -28.8% | -36.3% | +7.5% | -37.1% |
| 3Y | -80.2% | +24.5% | -104.7% | -75.3% |
| 5Y | -83.2% | +115.9% | -199.1% | -71.6% |
| All | -99.5% | +140.2% | -239.7% | -99.0% |
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