+307.0%
D vs SPXU
-100.0%
+407.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.2% |
| 7D | +0.4% | -0.1% | +0.6% | +0.4% |
| 30D | -3.6% | +0.8% | -4.4% | -3.4% |
| 3M | -1.0% | -4.7% | +3.7% | -1.6% |
| 6M | +6.3% | -29.6% | +35.9% | +0.3% |
| YTD | +14.7% | -29.9% | +44.6% | +8.3% |
| 1Y | +16.9% | -39.1% | +56.0% | +7.7% |
| 3Y | +56.8% | -80.0% | +136.8% | +21.4% |
| 5Y | +5.2% | -86.0% | +91.2% | -18.2% |
| 10Y | +35.9% | -99.5% | +135.4% | -36.5% |
| All | +307.0% | -100.0% | +407.0% | -3.5% |
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 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