+21.3%
AR vs SPXU
-40.4%
+61.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +14.8% | +0.8% | +14.0% | +14.8% |
| 3M | +6.2% | -4.7% | +10.9% | +7.0% |
| 6M | +4.3% | -29.6% | +33.9% | +6.7% |
| YTD | +14.4% | -29.9% | +44.2% | +16.5% |
| 1Y | +21.3% | -39.1% | +60.4% | +24.9% |
| All | +21.3% | -40.4% | +61.7% | +24.9% |
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