+2,702.3%
COST vs SPXU
-100.0%
+2,802.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.2% |
| 7D | -3.2% | -1.5% | -1.7% | -3.5% |
| 30D | -4.0% | +3.7% | -7.7% | -3.1% |
| 3M | -6.5% | -9.6% | +3.1% | -8.4% |
| 6M | -8.5% | -32.4% | +23.8% | -15.9% |
| YTD | +6.0% | -28.7% | +34.7% | -1.1% |
| 1Y | -5.8% | -38.2% | +32.4% | -14.7% |
| 3Y | +71.8% | -80.4% | +152.3% | +26.6% |
| 5Y | +106.2% | -86.0% | +192.3% | +56.4% |
| 10Y | +602.0% | -99.5% | +701.6% | +212.2% |
| All | +2,702.3% | -100.0% | +2,802.3% | +507.8% |
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