-99.8%
SPXU vs USFR
+27.6%
-127.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +5.1% | +0.3% | +4.8% | +5.4% |
| 3M | -9.1% | +1.0% | -10.1% | -8.3% |
| 6M | -29.6% | +1.9% | -31.5% | -28.3% |
| YTD | -27.7% | +2.7% | -30.3% | -25.8% |
| 1Y | -37.0% | +4.0% | -40.9% | -34.5% |
| 3Y | -80.2% | +14.0% | -94.2% | -77.4% |
| 5Y | -86.0% | +20.4% | -106.4% | -83.2% |
| 10Y | -99.5% | +28.0% | -127.5% | -99.4% |
| All | -99.8% | +27.6% | -127.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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