-100.0%
SPXU vs BRKR
+505.6%
-605.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.6% |
| 7D | +2.5% | -8.7% | +11.1% | -4.0% |
| 30D | +4.2% | -9.9% | +14.0% | -3.1% |
| 3M | -9.3% | -3.1% | -6.2% | -9.9% |
| 6M | -30.7% | +45.5% | -76.2% | -1.9% |
| YTD | -28.1% | +13.7% | -41.8% | -15.1% |
| 1Y | -35.2% | +67.4% | -102.7% | +6.3% |
| 3Y | -79.9% | -13.2% | -66.7% | -77.3% |
| 5Y | -86.4% | -39.5% | -46.9% | -85.8% |
| 10Y | -99.5% | +153.5% | -253.0% | -97.3% |
| All | -100.0% | +505.6% | -605.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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