-99.9%
SPXU vs SFM
+117.5%
-217.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | -0.5% |
| 7D | -1.5% | -5.8% | +4.3% | -3.4% |
| 30D | +3.7% | -11.4% | +15.1% | -0.2% |
| 3M | -9.6% | -12.2% | +2.6% | -12.9% |
| 6M | -32.4% | -5.2% | -27.2% | -32.9% |
| YTD | -28.7% | -4.5% | -24.2% | -28.9% |
| 1Y | -38.2% | -45.4% | +7.2% | -49.2% |
| 3Y | -80.4% | +91.1% | -171.5% | -72.6% |
| 5Y | -86.0% | +226.8% | -312.8% | -73.9% |
| 10Y | -99.5% | +291.9% | -391.4% | -98.8% |
| All | -99.9% | +117.5% | -217.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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