-100.0%
SPXU vs BG
+211.5%
-311.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +2.5% |
| 7D | +6.4% | +3.7% | +2.6% | +9.3% |
| 30D | +5.9% | +12.3% | -6.4% | +15.6% |
| 3M | -11.7% | -2.2% | -9.5% | -13.4% |
| 6M | -28.7% | +5.3% | -34.0% | -25.9% |
| YTD | -26.4% | +42.4% | -68.8% | -2.3% |
| 1Y | -35.2% | +55.2% | -90.4% | -7.6% |
| 3Y | -79.8% | +21.0% | -100.8% | -75.0% |
| 5Y | -86.1% | +87.1% | -173.2% | -71.1% |
| 10Y | -99.5% | +169.8% | -269.4% | -97.8% |
| All | -100.0% | +211.5% | -311.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling