-100.0%
SPXU vs NYT
+1,362.7%
-1,462.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.1% |
| 7D | +2.5% | -0.6% | +3.1% | +2.1% |
| 30D | +4.2% | +4.6% | -0.4% | +7.5% |
| 3M | -9.3% | -9.6% | +0.3% | -15.1% |
| 6M | -30.7% | -14.0% | -16.7% | -37.0% |
| YTD | -28.1% | -2.8% | -25.3% | -28.6% |
| 1Y | -35.2% | +15.6% | -50.8% | -27.2% |
| 3Y | -79.9% | +56.3% | -136.2% | -69.6% |
| 5Y | -86.4% | +39.5% | -125.9% | -77.3% |
| 10Y | -99.5% | +488.0% | -587.6% | -97.3% |
| All | -100.0% | +1,362.7% | -1,462.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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