+59.6%
DD vs SPXU
-85.9%
+145.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.1% |
| 7D | -3.8% | +1.3% | -5.0% | -3.3% |
| 30D | -9.2% | +5.1% | -14.4% | -7.4% |
| 3M | -9.0% | -9.1% | +0.1% | -11.4% |
| 6M | -5.0% | -29.6% | +24.6% | -14.7% |
| YTD | +7.4% | -27.7% | +35.1% | -2.0% |
| 1Y | +35.1% | -37.0% | +72.1% | +18.3% |
| 3Y | +43.2% | -80.2% | +123.4% | -6.9% |
| 5Y | +59.6% | -86.0% | +145.7% | +8.4% |
| All | +59.6% | -85.9% | +145.5% | +8.4% |
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