-99.5%
SPXU vs M
-8.5%
-91.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +0.2% |
| 7D | -9.4% | +0.6% | -9.9% | -8.8% |
| 30D | +7.4% | +7.0% | +0.5% | +11.6% |
| 3M | +6.2% | +3.1% | +3.0% | +9.1% |
| 6M | -7.2% | +33.5% | -40.7% | +7.6% |
| YTD | -26.8% | +13.4% | -40.2% | -19.5% |
| 1Y | -26.3% | +22.4% | -48.7% | -15.7% |
| 3Y | -80.6% | +150.9% | -231.5% | -64.5% |
| 5Y | -83.6% | -3.0% | -80.5% | -74.4% |
| All | -99.5% | -8.5% | -91.0% | -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