+300.3%
CME vs SPXU
-99.5%
+399.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | +0.1% |
| 7D | +2.7% | -9.4% | +12.0% | +0.9% |
| 30D | +13.5% | +7.4% | +6.0% | +15.3% |
| 3M | +20.9% | +6.2% | +14.7% | +22.7% |
| 6M | +11.5% | -7.2% | +18.7% | +10.4% |
| YTD | +19.5% | -26.8% | +46.2% | +13.3% |
| 1Y | +17.2% | -26.3% | +43.5% | +11.5% |
| 3Y | +65.1% | -80.6% | +145.7% | +20.2% |
| 5Y | +73.1% | -83.6% | +156.7% | +34.4% |
| All | +300.3% | -99.5% | +399.7% | +39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling