-99.8%
SPXS vs USFR
+27.5%
-127.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.1% | +0.1% | -0.1% | 0.0% |
| 30D | +0.8% | +0.3% | +0.5% | +1.1% |
| 3M | -4.7% | +1.0% | -5.7% | -3.8% |
| 6M | -29.6% | +1.9% | -31.6% | -28.4% |
| YTD | -29.8% | +2.6% | -32.4% | -28.1% |
| 1Y | -38.9% | +4.0% | -42.9% | -36.6% |
| 3Y | -79.6% | +14.1% | -93.7% | -76.9% |
| 5Y | -85.9% | +20.4% | -106.3% | -83.1% |
| 10Y | -99.5% | +28.0% | -127.5% | -99.4% |
| All | -99.8% | +27.5% | -127.4% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling