-99.5%
SPXU vs M
-10.0%
-89.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.7% | +6.5% | -0.1% |
| 7D | +6.4% | -8.8% | +15.1% | +2.5% |
| 30D | +5.9% | -16.4% | +22.3% | -1.5% |
| 3M | -11.7% | -10.8% | -0.9% | -14.9% |
| 6M | -28.7% | +16.1% | -44.8% | -22.4% |
| YTD | -26.4% | -5.3% | -21.1% | -25.8% |
| 1Y | -35.2% | +24.9% | -60.1% | -25.6% |
| 3Y | -79.8% | +97.5% | -177.3% | -66.7% |
| 5Y | -86.1% | +20.4% | -106.4% | -76.5% |
| All | -99.5% | -10.0% | -89.6% | -98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling