-99.7%
SPXU vs QSR
+203.9%
-303.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.2% |
| 7D | +6.4% | -4.7% | +11.1% | +1.7% |
| 30D | +5.9% | +4.3% | +1.6% | +10.4% |
| 3M | -11.7% | +5.4% | -17.1% | -7.0% |
| 6M | -28.7% | +8.2% | -36.8% | -22.9% |
| YTD | -26.4% | +14.1% | -40.5% | -16.0% |
| 1Y | -35.2% | +28.1% | -63.3% | -16.8% |
| 3Y | -79.8% | +25.3% | -105.1% | -72.4% |
| 5Y | -86.1% | +40.4% | -126.4% | -74.6% |
| 10Y | -99.5% | +132.4% | -231.9% | -97.9% |
| All | -99.7% | +203.9% | -303.6% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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