+131.9%
AS vs SPXU
-75.0%
+206.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -4.4% |
| 7D | -3.0% | +1.5% | -4.6% | -1.8% |
| 30D | +9.6% | +6.4% | +3.2% | +13.9% |
| 3M | -8.2% | +4.2% | -12.4% | -5.1% |
| 6M | -9.9% | -7.8% | -2.1% | -11.5% |
| YTD | -16.8% | -27.5% | +10.7% | -26.0% |
| 1Y | +3.0% | -27.1% | +30.1% | -7.7% |
| All | +131.9% | -75.0% | +206.9% | +36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling