-99.5%
SPXU vs DTE
+137.8%
-237.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -3.9% |
| 7D | +2.5% | -2.6% | +5.1% | -0.5% |
| 30D | +4.2% | -4.4% | +8.6% | -1.0% |
| 3M | -9.3% | -8.3% | -0.9% | -18.0% |
| 6M | -30.7% | -8.1% | -22.6% | -37.2% |
| YTD | -28.1% | +4.4% | -32.6% | -24.5% |
| 1Y | -35.2% | +0.2% | -35.4% | -35.1% |
| 3Y | -79.9% | +42.6% | -122.5% | -67.4% |
| 5Y | -86.4% | +31.5% | -117.9% | -77.6% |
| All | -99.5% | +137.8% | -237.3% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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