+35.6%
DD vs SPXU
-34.8%
+70.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | +0.3% |
| 7D | -2.9% | +6.4% | -9.3% | -0.5% |
| 30D | -11.5% | +5.9% | -17.4% | -9.3% |
| 3M | -5.4% | -11.7% | +6.3% | -9.5% |
| 6M | -6.9% | -28.7% | +21.8% | -17.2% |
| YTD | +6.9% | -26.4% | +33.2% | -3.0% |
| 1Y | +35.6% | -35.2% | +70.9% | +12.3% |
| All | +35.6% | -34.8% | +70.5% | +12.3% |
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 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