-79.9%
SPXU vs BG
+18.0%
-97.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.8% |
| 7D | +2.5% | +3.1% | -0.6% | +3.2% |
| 30D | +4.2% | +10.2% | -6.0% | +6.8% |
| 3M | -9.3% | -1.7% | -7.6% | -9.8% |
| 6M | -30.7% | +1.0% | -31.7% | -30.4% |
| YTD | -28.1% | +39.9% | -68.0% | -18.9% |
| 1Y | -35.2% | +53.2% | -88.5% | -24.0% |
| 3Y | -79.9% | +16.3% | -96.2% | -77.2% |
| All | -79.9% | +18.0% | -97.9% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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