-15.4%
A vs SPXU
-85.9%
+70.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -0.9% |
| 7D | -4.4% | +1.3% | -5.6% | -3.9% |
| 30D | -2.7% | +5.1% | -7.8% | -0.9% |
| 3M | +7.0% | -9.1% | +16.2% | +4.2% |
| 6M | +24.6% | -29.6% | +54.2% | +12.3% |
| YTD | +7.0% | -27.7% | +34.7% | -2.1% |
| 1Y | +15.6% | -37.0% | +52.5% | +1.6% |
| 3Y | +29.9% | -80.2% | +110.1% | -15.3% |
| 5Y | -15.4% | -86.0% | +70.6% | -42.9% |
| All | -15.4% | -85.9% | +70.5% | -42.9% |
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