-99.7%
SPXU vs RUN
-29.4%
-70.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +2.6% |
| 7D | -1.5% | +10.2% | -11.6% | +1.1% |
| 30D | +3.7% | -9.6% | +13.3% | +1.4% |
| 3M | -9.6% | -31.5% | +21.9% | -16.4% |
| 6M | -32.4% | -18.7% | -13.7% | -33.2% |
| YTD | -28.7% | -49.9% | +21.2% | -35.6% |
| 1Y | -38.2% | -45.5% | +7.3% | -41.5% |
| 3Y | -80.4% | -34.1% | -46.3% | -73.8% |
| 5Y | -86.0% | -79.4% | -6.6% | -82.7% |
| 10Y | -99.5% | +48.9% | -148.5% | -98.4% |
| All | -99.7% | -29.4% | -70.3% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling