-100.0%
SPXU vs BBWI
+443.8%
-543.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +2.0% |
| 7D | -7.6% | +0.1% | -7.7% | -7.4% |
| 30D | +5.3% | +12.9% | -7.5% | +13.2% |
| 3M | +9.6% | +16.0% | -6.4% | +20.5% |
| 6M | -4.5% | +16.6% | -21.1% | +7.2% |
| YTD | -25.9% | +9.7% | -35.6% | -17.0% |
| 1Y | -28.9% | +1.5% | -30.4% | -22.1% |
| 3Y | -80.5% | -21.4% | -59.1% | -77.7% |
| 5Y | -83.4% | -67.6% | -15.8% | -85.5% |
| 10Y | -99.5% | -46.8% | -52.7% | -99.1% |
| All | -100.0% | +443.8% | -543.8% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling