-28.9%
SPXU vs ALM
+19.0%
-47.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.7% | -6.5% | +2.8% |
| 7D | -7.6% | +1.2% | -8.8% | -7.1% |
| 30D | +5.3% | -19.3% | +24.7% | +2.2% |
| 3M | +9.6% | -40.6% | +50.3% | +2.0% |
| 6M | -4.5% | -57.9% | +53.4% | -14.2% |
| YTD | -25.9% | -6.7% | -19.2% | -25.1% |
| 1Y | -28.9% | +20.2% | -49.0% | -24.7% |
| All | -28.9% | +19.0% | -47.8% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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