-86.0%
SPXU vs ALM
+958.0%
-1,044.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.5% | +1.0% |
| 7D | +1.3% | +3.6% | -2.4% | +1.7% |
| 30D | +5.1% | +33.8% | -28.7% | +8.8% |
| 3M | -9.1% | +14.8% | -23.9% | -6.5% |
| 6M | -29.6% | -7.0% | -22.6% | -27.6% |
| YTD | -27.7% | +108.1% | -135.7% | -19.8% |
| 1Y | -37.0% | +313.8% | -350.7% | -24.8% |
| 3Y | -80.2% | +2,227.6% | -2,307.8% | -71.2% |
| 5Y | -86.0% | +956.6% | -1,042.7% | -80.6% |
| All | -86.0% | +958.0% | -1,044.0% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling