-100.0%
SPXU vs M
+262.6%
-362.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +2.5% |
| 7D | -0.1% | +4.7% | -4.8% | +2.2% |
| 30D | +0.8% | -9.6% | +10.5% | -4.0% |
| 3M | -4.7% | +0.9% | -5.6% | -3.2% |
| 6M | -29.6% | +22.3% | -51.9% | -20.5% |
| YTD | -29.9% | +6.5% | -36.4% | -25.4% |
| 1Y | -39.1% | +38.8% | -77.8% | -24.8% |
| 3Y | -80.0% | +115.9% | -195.9% | -62.9% |
| 5Y | -86.0% | +28.6% | -114.7% | -73.8% |
| 10Y | -99.5% | -2.5% | -97.0% | -98.7% |
| All | -100.0% | +262.6% | -362.6% | -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