-100.0%
SPXS vs URA
-51.6%
-48.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | -1.8% |
| 7D | -9.5% | +4.5% | -13.9% | -6.0% |
| 30D | +7.4% | -13.4% | +20.8% | -1.9% |
| 3M | +6.1% | -28.4% | +34.5% | -14.9% |
| 6M | -7.3% | -40.5% | +33.2% | -33.0% |
| YTD | -26.7% | -24.3% | -2.5% | -33.0% |
| 1Y | -26.2% | -28.8% | +2.6% | -34.8% |
| 3Y | -80.3% | +37.6% | -118.0% | -64.6% |
| 5Y | -83.4% | +30.7% | -114.1% | -62.3% |
| 10Y | -99.5% | +266.8% | -366.3% | -95.5% |
| All | -100.0% | -51.6% | -48.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling