-80.4%
SPXU vs ALK
+1.7%
-82.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +0.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.4% |
| 30D | +3.7% | -18.5% | +22.2% | -6.2% |
| 3M | -9.6% | -3.6% | -6.0% | -9.1% |
| 6M | -32.4% | -3.7% | -28.7% | -29.5% |
| YTD | -28.7% | -19.0% | -9.7% | -30.9% |
| 1Y | -38.2% | -36.0% | -2.2% | -46.9% |
| 3Y | -80.4% | +2.3% | -82.8% | -73.7% |
| All | -80.4% | +1.7% | -82.1% | -73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling