+14.3%
A vs SPXU
-83.3%
+97.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +1.0% |
| 7D | -0.5% | -7.6% | +7.1% | -3.0% |
| 30D | 0.0% | +5.3% | -5.3% | +2.6% |
| 3M | +16.7% | +9.6% | +7.1% | +21.7% |
| 6M | +54.8% | -4.5% | +59.4% | +55.2% |
| YTD | +28.8% | -25.9% | +54.7% | +20.0% |
| 1Y | +19.3% | -28.9% | +48.2% | +9.9% |
| 3Y | +65.5% | -80.5% | +146.0% | +7.5% |
| All | +14.3% | -83.3% | +97.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling