+52.0%
B vs SPXU
-100.0%
+152.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.1% | -7.2% | -5.9% |
| 7D | +7.1% | +0.5% | +6.6% | +7.5% |
| 30D | -3.3% | +10.9% | -14.2% | -1.4% |
| 3M | -2.5% | +9.6% | -12.1% | -0.6% |
| 6M | -7.2% | -4.7% | -2.6% | -6.7% |
| YTD | -7.4% | -24.6% | +17.2% | -9.2% |
| 1Y | +16.4% | -24.7% | +41.2% | +14.4% |
| 3Y | +178.7% | -80.0% | +258.7% | +137.7% |
| 5Y | +121.7% | -83.5% | +205.2% | +93.8% |
| 10Y | +208.6% | -99.5% | +308.1% | +87.5% |
| All | +52.0% | -100.0% | +152.0% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling