-79.8%
SPXU vs SBAC
-8.7%
-71.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.3% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | +5.1% | +3.9% | +1.3% | +5.7% |
| 3M | -9.1% | -8.2% | -1.0% | -10.5% |
| 6M | -29.6% | -2.8% | -26.8% | -29.7% |
| YTD | -27.7% | -1.5% | -26.1% | -27.5% |
| 1Y | -37.0% | 0.0% | -37.0% | -36.5% |
| All | -79.8% | -8.7% | -71.1% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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