+1,494.1%
ALL vs SPXU
-100.0%
+1,594.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | -0.7% |
| 7D | -2.6% | +1.5% | -4.1% | -1.9% |
| 30D | +12.7% | +6.4% | +6.4% | +15.0% |
| 3M | +0.4% | +4.2% | -3.9% | +2.0% |
| 6M | +23.8% | -7.8% | +31.6% | +21.5% |
| YTD | +27.8% | -27.5% | +55.3% | +17.9% |
| 1Y | +28.9% | -27.1% | +56.0% | +19.3% |
| 3Y | +113.9% | -80.8% | +194.7% | +42.9% |
| 5Y | +157.4% | -84.1% | +241.5% | +83.4% |
| 10Y | +369.0% | -99.5% | +468.5% | +48.7% |
| All | +1,494.1% | -100.0% | +1,594.1% | +42.7% |
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