-83.4%
SPXU vs REPL
-35.0%
-48.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | -7.6% | +1.2% | -8.8% | -7.5% |
| 30D | +5.3% | +92.2% | -86.9% | +9.3% |
| 3M | +9.6% | +44.1% | -34.5% | +12.2% |
| 6M | -4.5% | +313.0% | -317.5% | +7.5% |
| YTD | -25.9% | +125.2% | -151.1% | -16.5% |
| 1Y | -28.9% | +143.8% | -172.6% | -19.2% |
| 3Y | -80.5% | +104.2% | -184.7% | -72.0% |
| All | -83.4% | -35.0% | -48.4% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 5y: compounded portfolio wealth divided by compounded REPL 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…
5y analysis · Full analysis span regression · 6 months rolling