-99.5%
SPXU vs FIVE
+486.0%
-585.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | -0.2% |
| 7D | +1.3% | +1.7% | -0.4% | +2.3% |
| 30D | +5.1% | +5.0% | +0.1% | +8.4% |
| 3M | -9.1% | +29.5% | -38.6% | +6.7% |
| 6M | -29.6% | +12.4% | -42.0% | -22.7% |
| YTD | -27.7% | +31.2% | -58.9% | -11.9% |
| 1Y | -37.0% | +72.9% | -109.8% | -7.1% |
| 3Y | -80.2% | +53.0% | -133.2% | -67.5% |
| 5Y | -86.0% | +34.2% | -120.2% | -72.5% |
| 10Y | -99.5% | +497.6% | -597.2% | -97.1% |
| All | -99.5% | +486.0% | -585.6% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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