-99.5%
SPXU vs ALK
-45.9%
-53.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +0.2% |
| 7D | -7.6% | -1.2% | -6.4% | -7.9% |
| 30D | +5.3% | +7.7% | -2.4% | +12.0% |
| 3M | +9.6% | -19.0% | +28.6% | -2.8% |
| 6M | -4.5% | -0.2% | -4.3% | +0.5% |
| YTD | -25.9% | -23.5% | -2.4% | -31.6% |
| 1Y | -28.9% | -9.1% | -19.8% | -25.2% |
| 3Y | -80.5% | +12.0% | -92.5% | -70.2% |
| 5Y | -83.4% | -30.9% | -52.5% | -77.7% |
| All | -99.5% | -45.9% | -53.6% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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