-99.7%
SPXU vs TRU
+226.0%
-325.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +0.7% |
| 7D | +1.3% | -6.5% | +7.7% | -4.7% |
| 30D | +5.1% | -2.5% | +7.6% | +3.0% |
| 3M | -9.1% | +10.4% | -19.5% | +0.4% |
| 6M | -29.6% | +1.6% | -31.2% | -26.9% |
| YTD | -27.7% | -9.7% | -18.0% | -32.5% |
| 1Y | -37.0% | -17.3% | -19.7% | -45.8% |
| 3Y | -80.2% | -1.8% | -78.3% | -74.4% |
| 5Y | -86.0% | -36.2% | -49.8% | -84.8% |
| 10Y | -99.5% | +143.2% | -242.8% | -97.0% |
| All | -99.7% | +226.0% | -325.7% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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