-100.0%
SPXU vs ARWR
+887.2%
-987.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -3.8% |
| 7D | +1.5% | -19.9% | +21.5% | -2.4% |
| 30D | +6.4% | -18.7% | +25.1% | +2.7% |
| 3M | +4.2% | -44.7% | +48.9% | -5.8% |
| 6M | -7.8% | -36.5% | +28.7% | -13.7% |
| YTD | -27.5% | -25.7% | -1.9% | -29.2% |
| 1Y | -27.1% | +18.9% | -46.1% | -21.5% |
| 3Y | -80.8% | +83.1% | -163.9% | -74.6% |
| 5Y | -84.1% | -34.9% | -49.2% | -79.9% |
| 10Y | -99.5% | +1,080.9% | -1,180.4% | -98.9% |
| All | -100.0% | +887.2% | -987.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling