-79.4%
SPXU vs BWA
+68.2%
-147.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +2.2% |
| 7D | +6.4% | -0.1% | +6.4% | +6.3% |
| 30D | +5.9% | -5.5% | +11.4% | +2.9% |
| 3M | -11.7% | -7.6% | -4.1% | -14.7% |
| 6M | -28.7% | +25.0% | -53.7% | -16.3% |
| YTD | -26.4% | +47.0% | -73.3% | -1.9% |
| 1Y | -35.2% | +54.0% | -89.2% | -10.1% |
| All | -79.4% | +68.2% | -147.7% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling