-80.4%
SPXU vs ARWR
+181.4%
-261.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.3% |
| 7D | -1.5% | +2.9% | -4.3% | -0.7% |
| 30D | +3.7% | -2.9% | +6.6% | +3.0% |
| 3M | -9.6% | +15.2% | -24.8% | -5.2% |
| 6M | -32.4% | +42.3% | -74.6% | -23.7% |
| YTD | -28.7% | +28.2% | -56.9% | -21.2% |
| 1Y | -38.2% | +213.2% | -251.5% | -10.4% |
| 3Y | -80.4% | +184.6% | -265.1% | -63.4% |
| All | -80.4% | +181.4% | -261.8% | -63.4% |
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