-79.5%
SPXS vs SFM
+83.0%
-162.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.4% | +0.6% |
| 7D | +1.2% | -7.2% | +8.4% | -0.3% |
| 30D | +5.2% | -14.3% | +19.5% | +1.8% |
| 3M | -9.2% | -13.7% | +4.6% | -11.7% |
| 6M | -29.6% | -6.0% | -23.6% | -29.8% |
| YTD | -27.6% | -8.2% | -19.4% | -28.3% |
| 1Y | -36.7% | -46.2% | +9.5% | -48.3% |
| All | -79.5% | +83.0% | -162.4% | -75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling