+440.5%
C vs SPXU
-100.0%
+540.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.2% |
| 7D | -2.4% | +7.6% | -9.9% | +1.7% |
| 30D | -6.0% | +17.5% | -23.5% | +2.4% |
| 3M | -10.5% | +14.7% | -25.2% | -3.3% |
| 6M | -5.7% | -0.1% | -5.7% | -3.4% |
| YTD | +4.1% | -19.8% | +23.9% | -1.7% |
| 1Y | +20.5% | -23.7% | +44.2% | +11.7% |
| 3Y | +208.1% | -79.5% | +287.6% | +75.7% |
| 5Y | +110.4% | -81.9% | +192.3% | +38.4% |
| 10Y | +234.6% | -99.5% | +334.1% | -42.0% |
| All | +440.5% | -100.0% | +540.5% | -79.3% |
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 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