-86.0%
SPXU vs BAH
-3.7%
-82.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.5% |
| 7D | +1.3% | -1.3% | +2.6% | +0.8% |
| 30D | +5.1% | -6.6% | +11.7% | +2.6% |
| 3M | -9.1% | -7.2% | -2.0% | -11.6% |
| 6M | -29.6% | -10.0% | -19.6% | -32.2% |
| YTD | -27.7% | -12.5% | -15.2% | -30.4% |
| 1Y | -37.0% | -27.9% | -9.1% | -44.6% |
| 3Y | -80.2% | -31.4% | -48.8% | -80.3% |
| 5Y | -86.0% | -3.2% | -82.8% | -79.3% |
| All | -86.0% | -3.7% | -82.4% | -79.3% |
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