-100.0%
SPXU vs ARWR
+1,626.8%
-1,726.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.2% |
| 7D | -0.1% | +1.7% | -1.8% | +0.2% |
| 30D | +0.8% | -0.7% | +1.5% | +0.8% |
| 3M | -4.7% | +14.9% | -19.6% | -1.4% |
| 6M | -29.6% | +32.6% | -62.2% | -24.3% |
| YTD | -29.9% | +30.0% | -59.9% | -24.5% |
| 1Y | -39.1% | +208.4% | -247.4% | -21.7% |
| 3Y | -80.0% | +208.8% | -288.8% | -70.8% |
| 5Y | -86.0% | +27.8% | -113.9% | -80.1% |
| 10Y | -99.5% | +1,107.6% | -1,207.1% | -98.9% |
| All | -100.0% | +1,626.8% | -1,726.8% | -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