-86.0%
SPXU vs ARWR
+25.7%
-111.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +0.4% |
| 7D | +1.3% | -3.2% | +4.5% | +0.2% |
| 30D | +5.1% | -6.5% | +11.6% | +2.9% |
| 3M | -9.1% | +12.7% | -21.8% | -4.1% |
| 6M | -29.6% | +36.2% | -65.8% | -18.9% |
| YTD | -27.7% | +24.5% | -52.1% | -18.6% |
| 1Y | -37.0% | +198.0% | -234.9% | +0.5% |
| 3Y | -80.2% | +176.4% | -256.5% | -60.9% |
| 5Y | -86.0% | +26.6% | -112.6% | -73.5% |
| All | -86.0% | +25.7% | -111.7% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling