+68.1%
DD vs SPXU
-83.8%
+151.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.2% |
| 7D | +6.7% | -9.4% | +16.1% | +3.2% |
| 30D | +19.4% | +7.4% | +12.0% | +23.5% |
| 3M | +7.6% | +6.2% | +1.5% | +11.1% |
| 6M | +2.9% | -7.2% | +10.1% | +2.1% |
| YTD | +29.9% | -26.8% | +56.6% | +20.1% |
| 1Y | +28.6% | -26.3% | +54.9% | +19.7% |
| 3Y | +90.0% | -80.6% | +170.6% | +22.8% |
| 5Y | +68.1% | -83.6% | +151.7% | +20.7% |
| All | +68.1% | -83.8% | +151.9% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling