-99.5%
SPXU vs Z
-2.5%
-97.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.0% | -6.4% | -0.6% |
| 7D | +2.5% | -6.0% | +8.5% | -0.2% |
| 30D | +4.2% | -2.3% | +6.5% | +3.8% |
| 3M | -9.3% | -0.6% | -8.6% | -8.2% |
| 6M | -30.7% | -27.6% | -3.1% | -38.6% |
| YTD | -28.1% | -52.4% | +24.2% | -46.9% |
| 1Y | -35.2% | -63.6% | +28.3% | -57.5% |
| 3Y | -79.9% | -36.4% | -43.5% | -79.9% |
| 5Y | -86.4% | -64.6% | -21.8% | -86.0% |
| All | -99.5% | -2.5% | -97.1% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling