+15.9%
D vs SPXU
-26.3%
+42.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.2% |
| 7D | -1.4% | -7.6% | +6.2% | -1.1% |
| 30D | +7.7% | +5.3% | +2.4% | +7.4% |
| 3M | -0.3% | +9.6% | -9.9% | -0.7% |
| 6M | +10.1% | -4.5% | +14.6% | +10.2% |
| YTD | +19.1% | -25.9% | +44.9% | +18.8% |
| 1Y | +15.9% | -28.9% | +44.8% | +16.2% |
| All | +15.9% | -26.3% | +42.2% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling