-100.0%
SPXU vs SM
+129.8%
-229.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +2.8% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | +3.7% | +31.5% | -27.8% | +12.5% |
| 3M | -9.6% | +17.3% | -26.9% | -5.2% |
| 6M | -32.4% | +48.5% | -80.9% | -23.8% |
| YTD | -28.7% | +106.3% | -134.9% | -10.7% |
| 1Y | -38.2% | +47.3% | -85.5% | -29.5% |
| 3Y | -80.4% | -1.4% | -79.0% | -77.7% |
| 5Y | -86.0% | +114.0% | -200.1% | -76.7% |
| 10Y | -99.5% | +12.5% | -112.0% | -98.6% |
| All | -100.0% | +129.8% | -229.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling