-100.0%
SPXU vs SUI
+1,930.8%
-2,030.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -2.3% |
| 7D | +7.6% | +6.2% | +1.3% | +14.6% |
| 30D | +17.5% | +8.6% | +8.9% | +27.6% |
| 3M | +14.7% | +1.0% | +13.7% | +15.6% |
| 6M | -0.1% | -2.6% | +2.5% | -4.0% |
| YTD | -19.8% | -0.1% | -19.7% | -20.3% |
| 1Y | -23.7% | +0.5% | -24.2% | -23.6% |
| 3Y | -79.5% | +15.3% | -94.7% | -74.3% |
| 5Y | -81.9% | -26.1% | -55.7% | -83.4% |
| 10Y | -99.5% | +117.8% | -217.4% | -97.7% |
| All | -100.0% | +1,930.8% | -2,030.8% | -99.2% |
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