-80.1%
SPXU vs FIVE
+43.8%
-124.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +0.5% | +7.3% | -6.8% | +3.5% |
| 30D | +10.9% | +18.1% | -7.2% | +18.1% |
| 3M | +9.6% | +7.7% | +1.9% | +13.5% |
| 6M | -4.7% | +13.6% | -18.3% | +1.1% |
| YTD | -24.6% | +34.6% | -59.2% | -13.5% |
| 1Y | -24.7% | +66.2% | -91.0% | -6.4% |
| All | -80.1% | +43.8% | -124.0% | -67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling