+98.2%
DD vs SPXU
-99.5%
+197.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.1% |
| 7D | +5.0% | -7.6% | +12.5% | +2.1% |
| 30D | +19.7% | +5.3% | +14.4% | +23.0% |
| 3M | +7.2% | +9.6% | -2.4% | +12.2% |
| 6M | +1.0% | -4.5% | +5.6% | +1.3% |
| YTD | +29.1% | -25.9% | +55.0% | +19.6% |
| 1Y | +28.5% | -28.9% | +57.3% | +17.5% |
| 3Y | +89.4% | -80.5% | +169.9% | +19.1% |
| 5Y | +67.1% | -83.4% | +150.5% | +18.2% |
| All | +98.2% | -99.5% | +197.7% | -43.2% |
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 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