-85.9%
SPXS vs SFM
+217.9%
-303.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.4% | +0.3% |
| 7D | +1.2% | -7.2% | +8.4% | -0.9% |
| 30D | +5.2% | -14.3% | +19.5% | +0.6% |
| 3M | -9.2% | -13.7% | +4.6% | -12.6% |
| 6M | -29.6% | -6.0% | -23.6% | -30.1% |
| YTD | -27.6% | -8.2% | -19.4% | -28.6% |
| 1Y | -36.7% | -46.2% | +9.5% | -48.8% |
| 3Y | -79.8% | +83.6% | -163.4% | -71.8% |
| 5Y | -85.9% | +212.7% | -298.6% | -75.8% |
| All | -85.9% | +217.9% | -303.7% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling