+38.4%
AR vs SPXU
-99.6%
+138.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -2.8% |
| 7D | -2.5% | +2.5% | -5.0% | -1.6% |
| 30D | +2.5% | +4.2% | -1.7% | +4.1% |
| 3M | +12.3% | -9.3% | +21.6% | +8.5% |
| 6M | -3.1% | -30.7% | +27.6% | -15.3% |
| YTD | +11.5% | -28.1% | +39.7% | -0.9% |
| 1Y | +17.0% | -35.2% | +52.3% | +1.0% |
| 3Y | +47.3% | -79.9% | +127.2% | -8.6% |
| 5Y | +141.2% | -86.4% | +227.6% | +54.5% |
| All | +38.4% | -99.6% | +138.0% | -63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling