-79.8%
SPXU vs BBWI
-47.8%
-32.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.3% | +7.7% | -0.8% |
| 7D | +1.3% | -4.4% | +5.7% | -0.2% |
| 30D | +5.1% | -7.4% | +12.5% | +2.7% |
| 3M | -9.1% | -2.2% | -6.9% | -8.6% |
| 6M | -29.6% | -16.3% | -13.3% | -32.2% |
| YTD | -27.7% | -9.1% | -18.5% | -27.1% |
| 1Y | -37.0% | -34.5% | -2.4% | -44.0% |
| All | -79.8% | -47.8% | -32.0% | -80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling