-80.9%
SPXU vs ES
+50.8%
-131.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -3.5% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +6.4% | +6.7% | -0.4% | +8.3% |
| 3M | +4.2% | +0.3% | +3.9% | +4.3% |
| 6M | -7.8% | +7.4% | -15.2% | -5.5% |
| YTD | -27.5% | +8.4% | -35.9% | -25.2% |
| 1Y | -27.1% | +0.6% | -27.8% | -26.5% |
| All | -80.9% | +50.8% | -131.7% | -75.3% |
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