-100.0%
SPXS vs SUI
+2,470.5%
-2,570.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +0.9% |
| 7D | -0.1% | -2.8% | +2.7% | -3.0% |
| 30D | +0.8% | -1.2% | +2.0% | -0.4% |
| 3M | -4.7% | -1.7% | -3.0% | -7.3% |
| 6M | -29.6% | -10.5% | -19.2% | -37.5% |
| YTD | -29.8% | -1.8% | -28.0% | -31.3% |
| 1Y | -38.9% | -4.1% | -34.9% | -41.6% |
| 3Y | -79.6% | +11.3% | -90.9% | -75.4% |
| 5Y | -85.9% | -32.1% | -53.8% | -87.9% |
| 10Y | -99.5% | +110.4% | -210.0% | -98.0% |
| All | -100.0% | +2,470.5% | -2,570.5% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling