-100.0%
SPXU vs BTG
+895.5%
-995.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.1% | +1.3% |
| 7D | +6.4% | -5.8% | +12.2% | +5.4% |
| 30D | +5.9% | +5.7% | +0.2% | +7.1% |
| 3M | -11.7% | +38.1% | -49.8% | -6.0% |
| 6M | -28.7% | +0.3% | -29.0% | -27.0% |
| YTD | -26.4% | +19.9% | -46.3% | -21.9% |
| 1Y | -35.2% | +24.6% | -59.8% | -30.2% |
| 3Y | -79.8% | +96.6% | -176.4% | -75.8% |
| 5Y | -86.1% | +77.7% | -163.7% | -82.9% |
| 10Y | -99.5% | +150.7% | -250.2% | -99.4% |
| All | -100.0% | +895.5% | -995.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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