-100.0%
SPXU vs BUD
+217.8%
-317.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +2.4% |
| 7D | -7.6% | +1.0% | -8.6% | -6.6% |
| 30D | +5.3% | +6.7% | -1.4% | +11.9% |
| 3M | +9.6% | +5.7% | +3.9% | +15.7% |
| 6M | -4.5% | +5.8% | -10.3% | +0.6% |
| YTD | -25.9% | +34.4% | -60.3% | +1.5% |
| 1Y | -28.9% | +33.3% | -62.1% | -3.3% |
| 3Y | -80.5% | +48.8% | -129.3% | -68.6% |
| 5Y | -83.4% | +52.5% | -135.9% | -67.1% |
| 10Y | -99.5% | -4.0% | -95.5% | -99.1% |
| All | -100.0% | +217.8% | -317.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling