-100.0%
SPXU vs MKTX
+2,096.4%
-2,196.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +6.4% | -0.2% | +6.5% | +6.3% |
| 30D | +5.9% | +0.8% | +5.1% | +6.5% |
| 3M | -11.7% | +41.1% | -52.8% | +10.9% |
| 6M | -28.7% | -9.5% | -19.1% | -32.5% |
| YTD | -26.4% | -8.7% | -17.7% | -29.8% |
| 1Y | -35.2% | -10.0% | -25.3% | -38.9% |
| 3Y | -79.8% | -24.6% | -55.2% | -82.3% |
| 5Y | -86.1% | -60.3% | -25.8% | -90.8% |
| 10Y | -99.5% | +5.0% | -104.6% | -99.1% |
| All | -100.0% | +2,096.4% | -2,196.3% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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