+27.0%
ALL vs SPXU
-40.4%
+67.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.5% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -1.5% | +0.8% | -2.3% | -1.6% |
| 3M | +23.6% | -4.7% | +28.3% | +24.7% |
| 6M | +22.3% | -29.6% | +52.0% | +23.8% |
| YTD | +26.5% | -29.9% | +56.4% | +28.0% |
| 1Y | +27.0% | -39.1% | +66.1% | +24.1% |
| All | +27.0% | -40.4% | +67.4% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling