-35.2%
SPXU vs M
+25.2%
-60.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.7% | +6.5% | +0.3% |
| 7D | +6.4% | -8.8% | +15.1% | +3.3% |
| 30D | +5.9% | -16.4% | +22.3% | 0.0% |
| 3M | -11.7% | -10.8% | -0.9% | -13.9% |
| 6M | -28.7% | +16.1% | -44.8% | -23.1% |
| YTD | -26.4% | -5.3% | -21.1% | -25.1% |
| 1Y | -35.2% | +24.9% | -60.1% | -23.7% |
| All | -35.2% | +25.2% | -60.4% | -23.7% |
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