-99.5%
SPXU vs ES
+83.1%
-182.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +0.1% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +5.1% | -1.0% | +6.1% | +4.2% |
| 3M | -9.1% | +1.5% | -10.6% | -8.0% |
| 6M | -29.6% | -3.5% | -26.1% | -31.6% |
| YTD | -27.7% | +7.0% | -34.7% | -22.8% |
| 1Y | -37.0% | +15.3% | -52.3% | -27.0% |
| 3Y | -80.2% | +30.2% | -110.4% | -72.5% |
| 5Y | -86.0% | -4.3% | -81.7% | -84.8% |
| 10Y | -99.5% | +87.5% | -187.0% | -98.9% |
| All | -99.5% | +83.1% | -182.7% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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