+19.2%
AR vs SPXU
-34.8%
+54.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | -1.3% | +6.4% | -7.7% | -1.6% |
| 30D | +3.5% | +5.9% | -2.4% | +3.3% |
| 3M | +9.9% | -11.7% | +21.6% | +9.9% |
| 6M | +4.5% | -28.7% | +33.2% | +5.6% |
| YTD | +13.7% | -26.4% | +40.0% | +15.6% |
| 1Y | +19.2% | -35.2% | +54.5% | +21.0% |
| All | +19.2% | -34.8% | +54.1% | +21.0% |
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