-80.4%
SPXU vs ES
+33.1%
-113.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.9% |
| 7D | -1.5% | +1.4% | -2.9% | -1.0% |
| 30D | +3.7% | -1.2% | +4.9% | +3.4% |
| 3M | -9.6% | +5.0% | -14.6% | -7.9% |
| 6M | -32.4% | -2.8% | -29.5% | -32.8% |
| YTD | -28.7% | +8.6% | -37.3% | -26.1% |
| 1Y | -38.2% | +18.9% | -57.2% | -32.6% |
| 3Y | -80.4% | +32.1% | -112.6% | -75.5% |
| All | -80.4% | +33.1% | -113.6% | -75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling