-99.6%
SPXU vs FTV
+89.3%
-188.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +0.7% |
| 7D | -1.5% | -0.4% | -1.1% | -1.9% |
| 30D | +3.7% | -8.3% | +12.0% | -7.6% |
| 3M | -9.6% | -7.4% | -2.2% | -17.9% |
| 6M | -32.4% | -1.2% | -31.2% | -32.1% |
| YTD | -28.7% | +2.7% | -31.4% | -24.4% |
| 1Y | -38.2% | +18.4% | -56.7% | -18.9% |
| 3Y | -80.4% | -2.0% | -78.4% | -76.3% |
| 5Y | -86.0% | +3.4% | -89.4% | -74.8% |
| 10Y | -99.5% | +78.5% | -178.0% | -97.1% |
| All | -99.6% | +89.3% | -188.9% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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