-100.0%
SPXU vs ES
+492.1%
-592.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -2.5% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +6.4% | +6.7% | -0.4% | +13.4% |
| 3M | +4.2% | +0.3% | +3.9% | +4.2% |
| 6M | -7.8% | +7.4% | -15.2% | -1.0% |
| YTD | -27.5% | +8.4% | -35.9% | -21.2% |
| 1Y | -27.1% | +0.6% | -27.8% | -27.1% |
| 3Y | -80.8% | +50.6% | -131.4% | -67.3% |
| 5Y | -84.1% | +4.8% | -88.9% | -80.7% |
| 10Y | -99.5% | +93.1% | -192.6% | -97.9% |
| All | -100.0% | +492.1% | -592.1% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling