-100.0%
SPXU vs BBWI
+396.0%
-496.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +2.8% |
| 7D | -0.1% | +1.5% | -1.6% | +0.8% |
| 30D | +0.8% | -5.2% | +6.0% | -1.7% |
| 3M | -4.7% | +11.1% | -15.8% | +2.4% |
| 6M | -29.6% | -13.4% | -16.2% | -32.4% |
| YTD | -29.9% | +0.1% | -30.0% | -26.2% |
| 1Y | -39.1% | -36.1% | -3.0% | -48.7% |
| 3Y | -80.0% | -44.1% | -35.9% | -81.2% |
| 5Y | -86.0% | -66.2% | -19.8% | -87.6% |
| 10Y | -99.5% | -54.8% | -44.8% | -99.2% |
| All | -100.0% | +396.0% | -496.0% | -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