+153.8%
B vs SPXU
-86.0%
+239.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -1.1% |
| 7D | +2.3% | -1.5% | +3.8% | +2.1% |
| 30D | +1.4% | +3.7% | -2.4% | +2.2% |
| 3M | +12.2% | -9.6% | +21.8% | +10.7% |
| 6M | -2.1% | -32.4% | +30.2% | -7.6% |
| YTD | +2.9% | -28.7% | +31.6% | -1.5% |
| 1Y | +55.3% | -38.2% | +93.5% | +45.9% |
| 3Y | +198.7% | -80.4% | +279.1% | +145.3% |
| 5Y | +153.8% | -86.0% | +239.8% | +99.2% |
| All | +153.8% | -86.0% | +239.8% | +99.2% |
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 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