-24.7%
SPXU vs ALLE
+14.8%
-39.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.0% |
| 7D | +0.5% | +0.1% | +0.4% | +0.7% |
| 30D | +10.9% | +25.9% | -15.0% | +18.1% |
| 3M | +9.6% | +14.9% | -5.3% | +13.3% |
| 6M | -4.7% | +42.1% | -46.8% | +7.0% |
| YTD | -24.6% | +20.4% | -45.0% | -16.0% |
| 1Y | -24.7% | +14.9% | -39.6% | -19.7% |
| All | -24.7% | +14.8% | -39.6% | -19.7% |
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