+45.5%
AMZN vs SPXU
-85.8%
+131.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.1% |
| 7D | -1.0% | +1.3% | -2.3% | -0.3% |
| 30D | -9.2% | +5.1% | -14.4% | -6.8% |
| 3M | +3.4% | -9.1% | +12.5% | -0.2% |
| 6M | +18.2% | -29.6% | +47.8% | +2.1% |
| YTD | +9.3% | -27.7% | +37.0% | -3.6% |
| 1Y | +5.9% | -37.0% | +42.9% | -11.6% |
| 3Y | +82.6% | -80.2% | +162.8% | -0.4% |
| All | +45.5% | -85.8% | +131.3% | -13.3% |
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 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