-86.1%
SPXU vs BUD
+44.8%
-130.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +1.5% |
| 7D | +6.4% | -3.2% | +9.6% | +3.9% |
| 30D | +5.9% | -3.7% | +9.6% | +3.2% |
| 3M | -11.7% | -4.4% | -7.2% | -14.4% |
| 6M | -28.7% | +7.7% | -36.4% | -23.0% |
| YTD | -26.4% | +23.1% | -49.4% | -11.2% |
| 1Y | -35.2% | +33.6% | -68.9% | -16.3% |
| 3Y | -79.8% | +44.7% | -124.5% | -69.5% |
| 5Y | -86.1% | +44.9% | -131.0% | -74.2% |
| All | -86.1% | +44.8% | -130.8% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 5y: compounded portfolio wealth divided by compounded BUD 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…
5y analysis · Full analysis span regression · 6 months rolling