-100.0%
SPXU vs WY
+262.6%
-362.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +0.9% |
| 7D | +1.3% | -1.7% | +3.0% | -0.7% |
| 30D | +5.1% | -9.9% | +15.0% | -6.4% |
| 3M | -9.1% | -7.5% | -1.6% | -16.7% |
| 6M | -29.6% | -5.1% | -24.4% | -32.9% |
| YTD | -27.7% | -2.1% | -25.6% | -28.7% |
| 1Y | -37.0% | -7.3% | -29.6% | -41.6% |
| 3Y | -80.2% | -22.6% | -57.5% | -83.2% |
| 5Y | -86.0% | -19.8% | -66.2% | -84.1% |
| 10Y | -99.5% | +9.6% | -109.1% | -98.3% |
| All | -100.0% | +262.6% | -362.6% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling