-99.5%
SPXU vs RY
+377.5%
-477.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.1% |
| 7D | +6.4% | -2.9% | +9.2% | +0.8% |
| 30D | +5.9% | -2.0% | +8.0% | +2.1% |
| 3M | -11.7% | +4.9% | -16.5% | -2.6% |
| 6M | -28.7% | +26.1% | -54.8% | +13.9% |
| YTD | -26.4% | +22.4% | -48.7% | +11.7% |
| 1Y | -35.2% | +44.7% | -80.0% | +36.9% |
| 3Y | -79.8% | +155.7% | -235.5% | +47.7% |
| 5Y | -86.1% | +137.7% | -223.7% | +11.8% |
| All | -99.5% | +377.5% | -477.0% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling