-25.6%
AR vs SPXU
-99.9%
+74.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.7% |
| 7D | +6.4% | -9.4% | +15.8% | +2.9% |
| 30D | +3.1% | +7.4% | -4.3% | +6.2% |
| 3M | +3.3% | +6.2% | -2.9% | +6.0% |
| 6M | +6.6% | -7.2% | +13.8% | +4.3% |
| YTD | +12.3% | -26.8% | +39.1% | +1.1% |
| 1Y | +12.3% | -26.3% | +38.6% | +1.8% |
| 3Y | +50.4% | -80.6% | +131.1% | -7.2% |
| 5Y | +101.0% | -83.6% | +184.6% | +39.0% |
| 10Y | +57.5% | -99.5% | +157.0% | -54.5% |
| All | -25.6% | -99.9% | +74.3% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling