-99.3%
SPXU vs FND
+57.3%
-156.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.0% |
| 7D | +1.3% | -0.8% | +2.0% | +0.9% |
| 30D | +5.1% | -19.6% | +24.7% | -7.8% |
| 3M | -9.1% | -4.3% | -4.8% | -9.7% |
| 6M | -29.6% | -20.4% | -9.1% | -36.0% |
| YTD | -27.7% | -21.9% | -5.8% | -34.2% |
| 1Y | -37.0% | -45.2% | +8.2% | -53.7% |
| 3Y | -80.2% | -49.2% | -30.9% | -83.4% |
| 5Y | -86.0% | -61.8% | -24.2% | -86.3% |
| All | -99.3% | +57.3% | -156.6% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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