-100.0%
SPXU vs FDS
+733.0%
-833.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.5% |
| 7D | -7.6% | +1.5% | -9.0% | -6.0% |
| 30D | +5.3% | +14.8% | -9.5% | +21.9% |
| 3M | +9.6% | +16.3% | -6.6% | +28.7% |
| 6M | -4.5% | +66.2% | -70.8% | +66.0% |
| YTD | -25.9% | +16.2% | -42.1% | -18.0% |
| 1Y | -28.9% | +21.8% | -50.7% | -16.7% |
| 3Y | -80.5% | -23.9% | -56.6% | -86.5% |
| 5Y | -83.4% | -23.1% | -60.3% | -85.3% |
| 10Y | -99.5% | +128.7% | -228.2% | -96.4% |
| All | -100.0% | +733.0% | -833.0% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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