-99.5%
SPXU vs ALLE
+146.0%
-245.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | -2.1% |
| 7D | +1.3% | -2.2% | +3.4% | -1.4% |
| 30D | +5.1% | -8.3% | +13.5% | -5.6% |
| 3M | -9.1% | +16.3% | -25.4% | +10.5% |
| 6M | -29.6% | +1.8% | -31.4% | -27.1% |
| YTD | -27.7% | -3.9% | -23.7% | -30.5% |
| 1Y | -37.0% | -10.0% | -26.9% | -44.1% |
| 3Y | -80.2% | +45.8% | -126.0% | -61.0% |
| 5Y | -86.0% | +13.3% | -99.3% | -74.3% |
| 10Y | -99.5% | +155.3% | -254.8% | -95.9% |
| All | -99.5% | +146.0% | -245.5% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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