-86.8%
SPXU vs FGI
-70.4%
-16.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.3% | +1.5% |
| 7D | -0.1% | +0.5% | -0.7% | -0.1% |
| 30D | +0.8% | +65.4% | -64.6% | +4.2% |
| 3M | -4.7% | +23.5% | -28.2% | -2.2% |
| 6M | -29.6% | +60.5% | -90.1% | -25.5% |
| YTD | -29.9% | +30.0% | -59.9% | -26.3% |
| 1Y | -39.1% | +82.1% | -121.1% | -33.5% |
| 3Y | -80.0% | -4.4% | -75.6% | -79.1% |
| All | -86.8% | -70.4% | -16.4% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling