-83.3%
SPXS vs URA
+32.3%
-115.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.5% | -8.5% | -4.3% |
| 7D | +0.4% | +0.3% | +0.1% | +1.2% |
| 30D | +10.8% | -14.8% | +25.6% | +1.1% |
| 3M | +9.6% | -25.3% | +34.9% | -7.2% |
| 6M | -4.7% | -39.9% | +35.2% | -27.9% |
| YTD | -24.6% | -22.4% | -2.1% | -28.3% |
| 1Y | -24.6% | -29.0% | +4.4% | -31.8% |
| 3Y | -79.8% | +41.0% | -120.7% | -61.9% |
| 5Y | -83.3% | +38.3% | -121.7% | -56.8% |
| All | -83.3% | +32.3% | -115.6% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling