-99.5%
SPXU vs BBWI
-55.0%
-44.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.4% | -8.8% | +0.4% |
| 7D | +2.5% | -4.8% | +7.3% | +0.5% |
| 30D | +4.2% | +3.5% | +0.7% | +6.4% |
| 3M | -9.3% | -0.3% | -8.9% | -8.1% |
| 6M | -30.7% | -5.4% | -25.3% | -30.0% |
| YTD | -28.1% | -4.7% | -23.4% | -26.2% |
| 1Y | -35.2% | -30.5% | -4.8% | -41.1% |
| 3Y | -79.9% | -44.3% | -35.6% | -80.6% |
| 5Y | -86.4% | -66.9% | -19.5% | -87.2% |
| All | -99.5% | -55.0% | -44.6% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling