-100.0%
SPXU vs SUI
+1,896.1%
-1,996.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +0.9% |
| 7D | -0.1% | -2.8% | +2.7% | -3.1% |
| 30D | +0.8% | -1.2% | +2.0% | -0.4% |
| 3M | -4.7% | -1.7% | -3.0% | -7.3% |
| 6M | -29.6% | -10.5% | -19.1% | -37.8% |
| YTD | -29.9% | -1.8% | -28.0% | -31.4% |
| 1Y | -39.1% | -4.1% | -35.0% | -41.9% |
| 3Y | -80.0% | +11.3% | -91.3% | -75.7% |
| 5Y | -86.0% | -32.1% | -53.9% | -88.3% |
| 10Y | -99.5% | +110.4% | -210.0% | -97.8% |
| All | -100.0% | +1,896.1% | -1,996.1% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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