+8.6%
AR vs SPXU
-28.1%
+36.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +2.0% |
| 7D | +2.1% | +1.5% | +0.5% | +1.4% |
| 30D | +4.5% | +6.4% | -1.8% | +3.2% |
| 3M | +1.0% | +4.2% | -3.2% | -0.1% |
| 6M | +4.4% | -7.8% | +12.2% | +5.3% |
| YTD | +10.9% | -27.5% | +38.4% | +16.8% |
| 1Y | +8.6% | -27.1% | +35.7% | +15.6% |
| All | +8.6% | -28.1% | +36.7% | +15.6% |
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