-99.5%
SPXU vs ARWR
+1,024.2%
-1,123.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.6% |
| 7D | -7.6% | -17.8% | +10.3% | -12.4% |
| 30D | +5.3% | -18.1% | +23.5% | +0.2% |
| 3M | +9.6% | -44.2% | +53.8% | -5.4% |
| 6M | -4.5% | -38.6% | +34.1% | -14.4% |
| YTD | -25.9% | -28.0% | +2.2% | -29.1% |
| 1Y | -28.9% | +16.1% | -45.0% | -21.2% |
| 3Y | -80.5% | +84.0% | -164.4% | -70.5% |
| 5Y | -83.4% | -35.4% | -48.0% | -77.0% |
| All | -99.5% | +1,024.2% | -1,123.7% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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