+99.4%
DE vs SPXU
-85.5%
+185.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | +0.6% |
| 7D | -2.4% | +6.4% | -8.7% | -0.8% |
| 30D | +9.7% | +5.9% | +3.8% | +11.3% |
| 3M | +21.4% | -11.7% | +33.0% | +18.1% |
| 6M | +15.0% | -28.7% | +43.7% | +6.7% |
| YTD | +46.4% | -26.4% | +72.8% | +37.4% |
| 1Y | +45.6% | -35.2% | +80.9% | +32.7% |
| 3Y | +76.8% | -79.8% | +156.6% | +27.2% |
| 5Y | +99.4% | -86.1% | +185.5% | +40.2% |
| All | +99.4% | -85.5% | +185.0% | +40.2% |
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 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