-86.0%
SPXU vs COO
-44.2%
-41.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.2% | +7.6% | -4.0% |
| 7D | +1.3% | -9.0% | +10.2% | -6.5% |
| 30D | +5.1% | -16.8% | +21.9% | -10.3% |
| 3M | -9.1% | -7.5% | -1.6% | -14.5% |
| 6M | -29.6% | -16.3% | -13.3% | -39.7% |
| YTD | -27.7% | -22.5% | -5.1% | -42.0% |
| 1Y | -37.0% | -7.0% | -30.0% | -39.2% |
| 3Y | -80.2% | -27.5% | -52.7% | -82.9% |
| 5Y | -86.0% | -43.3% | -42.7% | -88.2% |
| All | -86.0% | -44.2% | -41.8% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling