-100.0%
SPXU vs BB
-88.8%
-11.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +2.4% |
| 7D | -1.5% | +0.5% | -2.0% | -1.3% |
| 30D | +3.7% | -12.4% | +16.1% | -0.3% |
| 3M | -9.6% | -15.3% | +5.7% | -12.3% |
| 6M | -32.4% | +128.8% | -161.1% | -5.8% |
| YTD | -28.7% | +107.7% | -136.3% | -3.5% |
| 1Y | -38.2% | +103.9% | -142.1% | -15.7% |
| 3Y | -80.4% | +72.6% | -153.0% | -70.5% |
| 5Y | -86.0% | -24.3% | -61.8% | -80.2% |
| 10Y | -99.5% | +3.1% | -102.7% | -98.7% |
| All | -100.0% | -88.8% | -11.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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