-79.1%
SPXS vs USFR
+14.1%
-93.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | +6.4% | +0.1% | +6.3% | +6.1% |
| 30D | +6.0% | +0.3% | +5.7% | +5.1% |
| 3M | -11.6% | +1.0% | -12.6% | -13.9% |
| 6M | -28.7% | +1.9% | -30.6% | -31.2% |
| YTD | -26.3% | +2.7% | -29.0% | -28.4% |
| 1Y | -34.9% | +4.0% | -38.9% | -36.2% |
| All | -79.1% | +14.1% | -93.1% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling