+1,096.4%
A vs SPXU
-100.0%
+1,196.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +1.1% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | +6.9% | +0.8% | +6.1% | +7.4% |
| 3M | +9.2% | -4.7% | +13.9% | +8.0% |
| 6M | +25.7% | -29.6% | +55.3% | +11.7% |
| YTD | +11.5% | -29.9% | +41.4% | -0.5% |
| 1Y | +18.4% | -39.1% | +57.4% | +0.9% |
| 3Y | +26.6% | -80.0% | +106.6% | -21.9% |
| 5Y | -12.8% | -86.0% | +73.2% | -44.1% |
| 10Y | +247.2% | -99.5% | +346.7% | -21.6% |
| All | +1,096.4% | -100.0% | +1,196.4% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling