-100.0%
SPXU vs URA
-52.4%
-47.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | 0.0% |
| 7D | -7.6% | -1.5% | -6.0% | -8.2% |
| 30D | +5.3% | -10.4% | +15.7% | -1.3% |
| 3M | +9.6% | -29.6% | +39.3% | -13.0% |
| 6M | -4.5% | -40.3% | +35.7% | -30.7% |
| YTD | -25.9% | -25.5% | -0.4% | -33.0% |
| 1Y | -28.9% | -26.4% | -2.4% | -35.5% |
| 3Y | -80.5% | +31.4% | -111.9% | -66.2% |
| 5Y | -83.4% | +28.6% | -112.0% | -62.7% |
| 10Y | -99.5% | +260.9% | -360.4% | -95.5% |
| All | -100.0% | -52.4% | -47.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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