-99.5%
SPXU vs COO
+17.0%
-116.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.9% |
| 7D | +2.5% | -22.5% | +25.0% | -21.2% |
| 30D | +4.2% | -29.7% | +33.9% | -27.8% |
| 3M | -9.3% | -20.1% | +10.9% | -27.7% |
| 6M | -30.7% | -26.9% | -3.8% | -49.8% |
| YTD | -28.1% | -34.2% | +6.1% | -53.3% |
| 1Y | -35.2% | -21.3% | -14.0% | -48.1% |
| 3Y | -79.9% | -38.7% | -41.3% | -86.3% |
| 5Y | -86.4% | -52.2% | -34.2% | -91.1% |
| All | -99.5% | +17.0% | -116.5% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling