-100.0%
SPXU vs SBAC
+783.2%
-883.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.3% |
| 7D | -1.5% | -0.1% | -1.4% | -1.4% |
| 30D | +3.7% | +3.2% | +0.5% | +7.0% |
| 3M | -9.6% | -5.1% | -4.5% | -14.4% |
| 6M | -32.4% | -2.1% | -30.3% | -33.7% |
| YTD | -28.7% | -0.5% | -28.2% | -29.0% |
| 1Y | -38.2% | +1.1% | -39.3% | -37.4% |
| 3Y | -80.4% | -7.4% | -73.0% | -81.2% |
| 5Y | -86.0% | -44.3% | -41.7% | -90.8% |
| 10Y | -99.5% | +77.6% | -177.1% | -98.2% |
| All | -100.0% | +783.2% | -883.2% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling