-86.3%
SPXU vs WY
-22.2%
-64.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.1% |
| 7D | +2.5% | -4.2% | +6.7% | -1.7% |
| 30D | +4.2% | -10.1% | +14.3% | -6.2% |
| 3M | -9.3% | -8.5% | -0.8% | -16.9% |
| 6M | -30.7% | -3.3% | -27.4% | -32.0% |
| YTD | -28.1% | -4.4% | -23.7% | -30.2% |
| 1Y | -35.2% | -11.5% | -23.8% | -42.6% |
| 3Y | -79.9% | -24.3% | -55.6% | -83.3% |
| All | -86.3% | -22.2% | -64.1% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling