+1,478.2%
ALL vs SPXU
-100.0%
+1,578.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.0% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -1.5% | +0.8% | -2.3% | -1.2% |
| 3M | +23.6% | -4.7% | +28.3% | +22.1% |
| 6M | +22.3% | -29.6% | +52.0% | +11.5% |
| YTD | +26.5% | -29.9% | +56.4% | +15.3% |
| 1Y | +27.0% | -39.1% | +66.1% | +11.6% |
| 3Y | +149.6% | -80.0% | +229.6% | +69.4% |
| 5Y | +118.1% | -86.0% | +204.1% | +49.3% |
| 10Y | +369.0% | -99.5% | +468.5% | +47.2% |
| All | +1,478.2% | -100.0% | +1,578.2% | +39.5% |
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