+105.9%
C vs SPXU
-81.8%
+187.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.2% |
| 7D | -2.4% | +7.6% | -9.9% | +0.8% |
| 30D | -6.0% | +17.5% | -23.5% | +0.5% |
| 3M | -10.5% | +14.7% | -25.2% | -4.9% |
| 6M | -5.7% | -0.1% | -5.7% | -3.7% |
| YTD | +4.1% | -19.8% | +23.9% | -0.2% |
| 1Y | +20.5% | -23.7% | +44.2% | +14.0% |
| 3Y | +208.1% | -79.5% | +287.6% | +109.4% |
| All | +105.9% | -81.8% | +187.7% | +48.6% |
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