-100.0%
SPXU vs COO
+849.3%
-949.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.9% |
| 7D | -7.6% | +0.5% | -8.0% | -7.0% |
| 30D | +5.3% | +14.2% | -8.8% | +20.3% |
| 3M | +9.6% | -18.2% | +27.8% | -9.7% |
| 6M | -4.5% | +5.3% | -9.9% | +1.2% |
| YTD | -25.9% | -23.6% | -2.3% | -42.3% |
| 1Y | -28.9% | -12.7% | -16.2% | -36.3% |
| 3Y | -80.5% | -24.2% | -56.3% | -82.9% |
| 5Y | -83.4% | -40.0% | -43.4% | -85.4% |
| 10Y | -99.5% | +41.6% | -141.1% | -98.4% |
| All | -100.0% | +849.3% | -949.3% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling