+67.3%
DD vs SPXU
-99.5%
+166.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | +0.2% |
| 7D | -2.9% | +6.4% | -9.3% | -0.5% |
| 30D | -11.5% | +5.9% | -17.4% | -9.4% |
| 3M | -5.4% | -11.7% | +6.3% | -9.1% |
| 6M | -6.9% | -28.7% | +21.8% | -16.4% |
| YTD | +6.9% | -26.4% | +33.2% | -2.1% |
| 1Y | +35.6% | -35.2% | +70.9% | +19.4% |
| 3Y | +42.5% | -79.8% | +122.3% | -9.3% |
| 5Y | +58.5% | -86.1% | +144.5% | +4.5% |
| All | +67.3% | -99.5% | +166.8% | -52.3% |
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