-99.9%
SPXU vs FIVE
+862.5%
-962.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -4.5% |
| 7D | +1.5% | -0.5% | +2.0% | +1.8% |
| 30D | +6.4% | +17.4% | -11.0% | +16.9% |
| 3M | +4.2% | +7.0% | -2.8% | +9.4% |
| 6M | -7.8% | +20.5% | -28.2% | +4.0% |
| YTD | -27.5% | +33.1% | -60.7% | -11.8% |
| 1Y | -27.1% | +67.1% | -94.2% | +0.9% |
| 3Y | -80.8% | +41.9% | -122.7% | -70.6% |
| 5Y | -84.1% | +21.1% | -105.2% | -71.6% |
| 10Y | -99.5% | +518.8% | -618.3% | -97.2% |
| All | -99.9% | +862.5% | -962.5% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling