-83.4%
SPXU vs BAH
+6.1%
-89.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.1% |
| 7D | -7.6% | +1.7% | -9.3% | -7.0% |
| 30D | +5.3% | +20.8% | -15.5% | +12.7% |
| 3M | +9.6% | +11.6% | -1.9% | +14.2% |
| 6M | -4.5% | +23.1% | -27.6% | +3.6% |
| YTD | -25.9% | +5.3% | -31.1% | -23.7% |
| 1Y | -28.9% | +6.1% | -35.0% | -26.2% |
| 3Y | -80.5% | -27.5% | -53.0% | -81.5% |
| All | -83.4% | +6.1% | -89.5% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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