+90.6%
DD vs SPXU
-80.8%
+171.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.2% |
| 7D | +6.7% | -9.4% | +16.1% | +3.0% |
| 30D | +19.4% | +7.4% | +12.0% | +23.7% |
| 3M | +7.6% | +6.2% | +1.5% | +11.3% |
| 6M | +2.9% | -7.2% | +10.1% | +1.9% |
| YTD | +29.9% | -26.8% | +56.6% | +19.2% |
| 1Y | +28.6% | -26.3% | +54.9% | +18.8% |
| All | +90.6% | -80.8% | +171.4% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling