-21.9%
AS vs SPXU
-40.4%
+18.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +4.2% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | -19.6% | +0.8% | -20.4% | -19.1% |
| 3M | -14.4% | -4.7% | -9.7% | -15.2% |
| 6M | -20.1% | -29.6% | +9.5% | -33.2% |
| YTD | -20.9% | -29.9% | +8.9% | -33.4% |
| 1Y | -21.9% | -39.1% | +17.2% | -37.7% |
| All | -21.9% | -40.4% | +18.5% | -37.7% |
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