-99.5%
SPXS vs URA
+277.9%
-377.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.5% | -5.4% | -2.8% |
| 7D | +1.5% | +2.9% | -1.4% | +4.5% |
| 30D | +6.3% | -10.8% | +17.1% | -0.3% |
| 3M | +4.2% | -25.5% | +29.8% | -13.1% |
| 6M | -7.9% | -41.2% | +33.3% | -33.0% |
| YTD | -27.5% | -21.3% | -6.2% | -31.2% |
| 1Y | -27.0% | -25.7% | -1.3% | -32.8% |
| 3Y | -80.5% | +43.1% | -123.6% | -63.7% |
| 5Y | -84.0% | +35.6% | -119.6% | -62.1% |
| 10Y | -99.5% | +281.3% | -380.8% | -94.4% |
| All | -99.5% | +277.9% | -377.4% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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