+157.6%
ALL vs SPXU
-83.3%
+240.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.7% | +3.1% |
| 7D | -0.1% | +0.5% | -0.6% | +0.1% |
| 30D | +13.8% | +10.9% | +2.9% | +15.7% |
| 3M | -2.8% | +9.6% | -12.4% | -1.2% |
| 6M | +23.7% | -4.7% | +28.3% | +23.0% |
| YTD | +27.3% | -24.6% | +51.9% | +22.3% |
| 1Y | +30.5% | -24.7% | +55.3% | +25.5% |
| 3Y | +113.0% | -80.0% | +193.0% | +66.1% |
| 5Y | +157.6% | -83.5% | +241.1% | +104.4% |
| All | +157.6% | -83.3% | +240.9% | +104.4% |
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