+138.0%
B vs SPXU
-81.8%
+219.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.4% |
| 7D | +9.6% | +7.6% | +2.0% | +11.5% |
| 30D | +3.5% | +17.5% | -14.0% | +7.6% |
| 3M | -1.6% | +14.7% | -16.2% | +2.1% |
| 6M | -1.7% | -0.1% | -1.6% | +0.1% |
| YTD | -5.3% | -19.8% | +14.5% | -6.7% |
| 1Y | +27.2% | -23.7% | +51.0% | +24.7% |
| 3Y | +166.1% | -79.5% | +245.6% | +121.1% |
| All | +138.0% | -81.8% | +219.7% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling