+322.6%
D vs SPXU
-100.0%
+422.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.4% |
| 7D | +2.4% | +0.5% | +1.9% | +2.7% |
| 30D | +10.9% | +10.9% | 0.0% | +13.2% |
| 3M | +2.8% | +9.6% | -6.8% | +4.9% |
| 6M | +12.7% | -4.7% | +17.4% | +12.4% |
| YTD | +20.3% | -24.6% | +44.9% | +15.4% |
| 1Y | +17.1% | -24.7% | +41.9% | +12.4% |
| 3Y | +75.1% | -80.0% | +155.2% | +35.2% |
| 5Y | +13.1% | -83.5% | +96.6% | -9.1% |
| 10Y | +48.3% | -99.5% | +147.7% | -29.6% |
| All | +322.6% | -100.0% | +422.6% | +1.8% |
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