-79.8%
SPXU vs FDS
-32.7%
-47.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +0.3% |
| 7D | +1.3% | -8.8% | +10.1% | -1.5% |
| 30D | +5.1% | -1.4% | +6.5% | +4.9% |
| 3M | -9.1% | +13.9% | -23.0% | -5.1% |
| 6M | -29.6% | +27.4% | -57.0% | -22.2% |
| YTD | -27.7% | -2.5% | -25.2% | -33.0% |
| 1Y | -37.0% | -23.8% | -13.2% | -53.9% |
| All | -79.8% | -32.7% | -47.1% | -84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling