-100.0%
SPXU vs BAH
+1,076.0%
-1,176.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.0% |
| 7D | -7.6% | +1.7% | -9.3% | -6.5% |
| 30D | +5.3% | +20.8% | -15.5% | +19.6% |
| 3M | +9.6% | +11.6% | -1.9% | +18.2% |
| 6M | -4.5% | +23.1% | -27.6% | +10.7% |
| YTD | -25.9% | +5.3% | -31.1% | -22.4% |
| 1Y | -28.9% | +6.1% | -35.0% | -24.8% |
| 3Y | -80.5% | -27.5% | -53.0% | -83.4% |
| 5Y | -83.4% | +6.2% | -89.6% | -77.9% |
| 10Y | -99.5% | +202.2% | -301.7% | -98.0% |
| All | -100.0% | +1,076.0% | -1,176.0% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling