-33.6%
SPXU vs Z
-63.6%
+30.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +1.2% |
| 7D | +6.4% | -11.6% | +17.9% | +3.4% |
| 30D | +5.9% | -8.5% | +14.4% | +4.1% |
| 3M | -11.7% | -7.9% | -3.8% | -12.9% |
| 6M | -28.7% | -29.1% | +0.4% | -33.6% |
| YTD | -26.4% | -54.2% | +27.8% | -36.8% |
| All | -33.6% | -63.6% | +30.0% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling