-99.5%
SPXS vs SUI
+118.5%
-218.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | 0.0% | -7.0% | -7.0% |
| 7D | -1.5% | +3.0% | -4.5% | +1.5% |
| 30D | +9.6% | +5.6% | +4.1% | +15.2% |
| 3M | +8.5% | +0.9% | +7.5% | +9.2% |
| 6M | -5.8% | -2.6% | -3.2% | -9.2% |
| YTD | -25.4% | -0.1% | -25.3% | -25.7% |
| 1Y | -28.8% | -1.4% | -27.4% | -30.0% |
| 3Y | -80.9% | +19.8% | -100.7% | -75.0% |
| 5Y | -83.1% | -25.8% | -57.4% | -84.6% |
| 10Y | -99.5% | +118.1% | -217.6% | -98.6% |
| All | -99.5% | +118.5% | -218.0% | -98.6% |
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