+66.7%
AU vs SPXU
-36.3%
+103.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | -1.1% |
| 7D | -4.3% | +2.5% | -6.7% | -2.6% |
| 30D | +7.3% | +4.2% | +3.1% | +10.6% |
| 3M | +26.3% | -9.3% | +35.6% | +19.8% |
| 6M | +1.8% | -30.7% | +32.5% | -14.8% |
| YTD | +26.8% | -28.1% | +54.9% | +8.5% |
| 1Y | +66.7% | -35.2% | +101.9% | +28.2% |
| All | +66.7% | -36.3% | +103.0% | +28.2% |
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