-99.5%
SPXU vs FDS
+66.9%
-166.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.8% | +7.7% | -3.8% |
| 7D | +6.4% | -16.0% | +22.3% | -10.0% |
| 30D | +5.9% | -6.7% | +12.7% | -0.5% |
| 3M | -11.7% | +6.0% | -17.6% | -7.0% |
| 6M | -28.7% | +25.1% | -53.8% | -10.3% |
| YTD | -26.4% | -8.1% | -18.2% | -36.4% |
| 1Y | -35.2% | -26.0% | -9.2% | -58.3% |
| 3Y | -79.8% | -36.4% | -43.4% | -88.1% |
| 5Y | -86.1% | -27.7% | -58.3% | -87.7% |
| All | -99.5% | +66.9% | -166.4% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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