-99.5%
SPXS vs USFR
+28.1%
-127.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.3% |
| 7D | +2.5% | +0.1% | +2.4% | +2.7% |
| 30D | +4.2% | +0.4% | +3.8% | +4.6% |
| 3M | -9.3% | +1.0% | -10.4% | -8.2% |
| 6M | -30.7% | +2.0% | -32.7% | -29.0% |
| YTD | -28.1% | +2.8% | -30.8% | -25.5% |
| 1Y | -35.1% | +4.1% | -39.1% | -31.5% |
| 3Y | -79.6% | +14.1% | -93.7% | -75.8% |
| 5Y | -86.3% | +20.6% | -106.9% | -82.2% |
| All | -99.5% | +28.1% | -127.7% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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