-100.0%
SPXU vs M
+291.9%
-391.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +2.0% |
| 7D | -7.6% | +7.0% | -14.6% | -4.1% |
| 30D | +5.3% | +8.9% | -3.6% | +11.1% |
| 3M | +9.6% | +4.5% | +5.1% | +13.8% |
| 6M | -4.5% | +36.2% | -40.7% | +14.6% |
| YTD | -25.9% | +15.1% | -41.0% | -16.8% |
| 1Y | -28.9% | +27.4% | -56.3% | -15.5% |
| 3Y | -80.5% | +160.1% | -240.6% | -59.9% |
| 5Y | -83.4% | -1.6% | -81.8% | -72.8% |
| 10Y | -99.5% | -7.7% | -91.8% | -98.7% |
| All | -100.0% | +291.9% | -391.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling