-80.9%
SPXU vs ARWR
+85.8%
-166.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -3.7% |
| 7D | +1.5% | -19.9% | +21.5% | -3.9% |
| 30D | +6.4% | -18.7% | +25.1% | +1.3% |
| 3M | +4.2% | -44.7% | +48.9% | -9.5% |
| 6M | -7.8% | -36.5% | +28.7% | -16.0% |
| YTD | -27.5% | -25.7% | -1.9% | -29.8% |
| 1Y | -27.1% | +18.9% | -46.1% | -18.6% |
| All | -80.9% | +85.8% | -166.7% | -69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling