+49.1%
D vs SPXU
-99.5%
+148.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.4% |
| 7D | -1.4% | -7.6% | +6.2% | -2.7% |
| 30D | +7.7% | +5.3% | +2.4% | +8.9% |
| 3M | -0.3% | +9.6% | -9.9% | +1.7% |
| 6M | +10.1% | -4.5% | +14.6% | +9.8% |
| YTD | +19.1% | -25.9% | +44.9% | +14.0% |
| 1Y | +15.9% | -28.9% | +44.8% | +10.2% |
| 3Y | +75.0% | -80.5% | +155.5% | +34.2% |
| 5Y | +13.4% | -83.4% | +96.8% | -8.6% |
| All | +49.1% | -99.5% | +148.6% | -31.5% |
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