-99.9%
SPXU vs INDA
+107.4%
-207.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +0.3% |
| 7D | +6.4% | -3.6% | +10.0% | +1.1% |
| 30D | +5.9% | -4.0% | +9.9% | +0.3% |
| 3M | -11.7% | +1.7% | -13.4% | -8.8% |
| 6M | -28.7% | -3.6% | -25.0% | -30.1% |
| YTD | -26.4% | -11.0% | -15.4% | -35.0% |
| 1Y | -35.2% | -9.5% | -25.7% | -41.3% |
| 3Y | -79.8% | +7.6% | -87.4% | -74.7% |
| 5Y | -86.1% | +4.8% | -90.8% | -80.2% |
| 10Y | -99.5% | +82.3% | -181.8% | -97.7% |
| All | -99.9% | +107.4% | -207.3% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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