-35.2%
SPXU vs FIVE
+69.1%
-104.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +1.1% |
| 7D | +6.4% | +0.6% | +5.8% | +6.6% |
| 30D | +5.9% | +3.0% | +2.9% | +7.4% |
| 3M | -11.7% | +23.2% | -34.9% | -4.4% |
| 6M | -28.7% | +9.2% | -37.8% | -25.4% |
| YTD | -26.4% | +28.1% | -54.4% | -14.9% |
| 1Y | -35.2% | +65.3% | -100.5% | -13.0% |
| All | -35.2% | +69.1% | -104.3% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling