-86.4%
SPXU vs FGI
-69.1%
-17.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.5% |
| 7D | +1.3% | +14.7% | -13.4% | +1.7% |
| 30D | +5.1% | +67.0% | -61.8% | +8.6% |
| 3M | -9.1% | +31.0% | -40.2% | -6.6% |
| 6M | -29.6% | +126.8% | -156.4% | -24.6% |
| YTD | -27.7% | +35.6% | -63.3% | -23.9% |
| 1Y | -37.0% | +108.9% | -145.9% | -30.7% |
| 3Y | -80.2% | -0.3% | -79.9% | -79.2% |
| All | -86.4% | -69.1% | -17.3% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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