-100.0%
SPXU vs NTRS
+460.7%
-560.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -1.1% |
| 7D | +2.5% | +1.4% | +1.1% | +4.3% |
| 30D | +4.2% | -0.7% | +4.8% | +3.4% |
| 3M | -9.3% | +11.3% | -20.6% | +4.7% |
| 6M | -30.7% | +35.5% | -66.2% | +4.7% |
| YTD | -28.1% | +40.6% | -68.7% | +15.3% |
| 1Y | -35.2% | +49.2% | -84.5% | +13.8% |
| 3Y | -79.9% | +167.2% | -247.2% | -8.6% |
| 5Y | -86.4% | +94.9% | -181.3% | -45.9% |
| 10Y | -99.5% | +259.5% | -359.0% | -90.7% |
| All | -100.0% | +460.7% | -560.7% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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