-79.4%
SPXU vs RUN
-38.5%
-40.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.8% | +1.6% |
| 7D | +6.4% | -3.4% | +9.7% | +5.9% |
| 30D | +5.9% | -14.0% | +19.9% | +4.0% |
| 3M | -11.7% | -27.5% | +15.8% | -14.6% |
| 6M | -28.7% | -29.0% | +0.3% | -30.4% |
| YTD | -26.4% | -53.1% | +26.7% | -30.4% |
| 1Y | -35.2% | -46.7% | +11.5% | -37.1% |
| All | -79.4% | -38.5% | -40.9% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling