+45.8%
AR vs SPXU
-80.6%
+126.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.4% |
| 7D | -1.8% | -1.5% | -0.4% | -2.2% |
| 30D | +12.6% | +3.7% | +8.9% | +13.7% |
| 3M | +10.0% | -9.6% | +19.6% | +7.1% |
| 6M | +0.6% | -32.4% | +33.0% | -10.0% |
| YTD | +13.4% | -28.7% | +42.1% | +3.5% |
| 1Y | +21.7% | -38.2% | +59.9% | +6.6% |
| 3Y | +45.8% | -80.4% | +126.3% | +4.8% |
| All | +45.8% | -80.6% | +126.4% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling