-37.0%
SPXU vs ALLE
-11.2%
-25.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +0.4% |
| 7D | +1.3% | -2.2% | +3.4% | +0.5% |
| 30D | +5.1% | -8.3% | +13.5% | +2.0% |
| 3M | -9.1% | +16.3% | -25.4% | -3.0% |
| 6M | -29.6% | +1.8% | -31.4% | -28.0% |
| YTD | -27.7% | -3.9% | -23.7% | -25.5% |
| 1Y | -37.0% | -10.0% | -26.9% | -37.3% |
| All | -37.0% | -11.2% | -25.8% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling