-99.6%
SPXU vs Z
+7.8%
-107.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +2.8% |
| 7D | -7.6% | +0.8% | -8.4% | -7.0% |
| 30D | +5.3% | +5.2% | +0.1% | +9.4% |
| 3M | +9.6% | -17.0% | +26.7% | +3.2% |
| 6M | -4.5% | -22.7% | +18.1% | -12.0% |
| YTD | -25.9% | -56.3% | +30.4% | -46.1% |
| 1Y | -28.9% | -57.7% | +28.8% | -48.7% |
| 3Y | -80.5% | -16.5% | -63.9% | -77.6% |
| 5Y | -83.4% | -53.4% | -30.0% | -81.0% |
| 10Y | -99.5% | -15.9% | -83.6% | -98.8% |
| All | -99.6% | +7.8% | -107.4% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling