-39.1%
SPXU vs M
+46.1%
-85.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +2.1% |
| 7D | -0.1% | +4.7% | -4.8% | +1.4% |
| 30D | +0.8% | -9.6% | +10.5% | -2.4% |
| 3M | -4.7% | +0.9% | -5.6% | -3.4% |
| 6M | -29.6% | +22.3% | -51.9% | -22.9% |
| YTD | -29.9% | +6.5% | -36.4% | -26.0% |
| 1Y | -39.1% | +38.8% | -77.8% | -26.2% |
| All | -39.1% | +46.1% | -85.2% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling