-99.6%
SPXS vs URA
+375.7%
-475.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +3.9% |
| 7D | -1.5% | +8.1% | -9.6% | +4.1% |
| 30D | +3.7% | +5.8% | -2.1% | +8.4% |
| 3M | -9.6% | +3.4% | -13.0% | -4.9% |
| 6M | -32.4% | -2.6% | -29.8% | -29.0% |
| YTD | -28.7% | +11.2% | -39.8% | -15.5% |
| 1Y | -38.1% | +19.8% | -57.9% | -19.8% |
| 3Y | -80.1% | +121.5% | -201.6% | -49.7% |
| 5Y | -85.9% | +134.5% | -220.4% | -50.2% |
| All | -99.6% | +375.7% | -475.2% | -94.3% |
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