-94.6%
SPXU vs JAAA
+29.3%
-123.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.5% |
| 7D | +1.3% | +0.1% | +1.2% | +1.7% |
| 30D | +5.1% | +0.5% | +4.7% | +7.3% |
| 3M | -9.1% | +1.2% | -10.4% | -3.7% |
| 6M | -29.6% | +2.7% | -32.3% | -20.1% |
| YTD | -27.7% | +3.2% | -30.9% | -16.2% |
| 1Y | -37.0% | +4.8% | -41.8% | -21.9% |
| 3Y | -80.2% | +19.0% | -99.2% | -68.0% |
| 5Y | -86.0% | +26.8% | -112.8% | -74.2% |
| All | -94.6% | +29.3% | -123.9% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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