-99.9%
SPXS vs SFM
+132.6%
-232.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +2.3% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | +0.8% | -4.4% | +5.2% | -0.6% |
| 3M | -4.7% | +1.5% | -6.2% | -3.7% |
| 6M | -29.6% | +6.5% | -36.1% | -27.4% |
| YTD | -29.8% | +2.2% | -32.0% | -28.5% |
| 1Y | -38.9% | -41.9% | +2.9% | -48.8% |
| 3Y | -79.6% | +106.8% | -186.4% | -70.7% |
| 5Y | -85.9% | +231.6% | -317.5% | -73.7% |
| 10Y | -99.5% | +258.4% | -358.0% | -98.9% |
| All | -99.9% | +132.6% | -232.4% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling