-99.5%
SPXS vs SUI
+104.3%
-203.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +0.2% |
| 7D | -1.5% | -3.1% | +1.6% | -4.6% |
| 30D | +3.7% | -2.3% | +6.0% | +1.4% |
| 3M | -9.6% | -2.8% | -6.8% | -12.7% |
| 6M | -32.4% | -12.4% | -20.0% | -41.0% |
| YTD | -28.7% | -3.3% | -25.4% | -31.1% |
| 1Y | -38.1% | -5.8% | -32.3% | -41.8% |
| 3Y | -80.1% | +12.5% | -92.6% | -75.5% |
| 5Y | -85.9% | -32.9% | -53.1% | -88.3% |
| 10Y | -99.5% | +104.4% | -203.9% | -98.7% |
| All | -99.5% | +104.3% | -203.9% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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