-99.5%
SPXU vs FIVE
+542.9%
-642.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +0.5% | +7.3% | -6.8% | +5.7% |
| 30D | +10.9% | +18.1% | -7.2% | +23.6% |
| 3M | +9.6% | +7.7% | +1.9% | +16.1% |
| 6M | -4.7% | +13.6% | -18.3% | +5.0% |
| YTD | -24.6% | +34.6% | -59.2% | -5.7% |
| 1Y | -24.7% | +66.2% | -91.0% | +7.8% |
| 3Y | -80.0% | +43.5% | -123.5% | -68.8% |
| 5Y | -83.5% | +20.7% | -104.1% | -69.8% |
| All | -99.5% | +542.9% | -642.4% | -96.8% |
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