+75.9%
UBER vs SPXS
-98.6%
+174.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -2.8% |
| 7D | -2.8% | -1.5% | -1.3% | -3.4% |
| 30D | -2.5% | +3.7% | -6.2% | -0.9% |
| 3M | +4.4% | -9.6% | +14.0% | +0.8% |
| 6M | -2.7% | -32.4% | +29.7% | -15.9% |
| YTD | -10.5% | -28.7% | +18.2% | -20.6% |
| 1Y | -22.5% | -38.1% | +15.6% | -34.5% |
| 3Y | +54.8% | -80.1% | +134.9% | -8.5% |
| 5Y | +82.5% | -85.9% | +168.4% | +17.3% |
| All | +75.9% | -98.6% | +174.5% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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