-83.4%
SPXU vs SM
+5.5%
-88.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -7.6% | +9.4% | -17.0% | -4.8% |
| 30D | +5.3% | -14.4% | +19.7% | +0.4% |
| 3M | +9.6% | +1.6% | +8.1% | +11.1% |
| 6M | -4.5% | +6.3% | -10.9% | -1.5% |
| YTD | -25.9% | +78.8% | -104.7% | -3.4% |
| 1Y | -28.9% | +83.1% | -112.0% | -6.1% |
| 3Y | -80.5% | -5.9% | -74.6% | -77.0% |
| All | -83.4% | +5.5% | -88.8% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 5y: compounded portfolio wealth divided by compounded SM 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…
5y analysis · Full analysis span regression · 6 months rolling