+266.6%
EW vs SPXU
-99.5%
+366.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +0.5% |
| 7D | +6.5% | +1.5% | +4.9% | +7.3% |
| 30D | +22.5% | +6.4% | +16.1% | +25.5% |
| 3M | +13.0% | +4.2% | +8.7% | +15.2% |
| 6M | +37.1% | -7.8% | +44.9% | +35.4% |
| YTD | +24.1% | -27.5% | +51.7% | +14.9% |
| 1Y | +24.2% | -27.1% | +51.4% | +15.6% |
| 3Y | +64.8% | -80.8% | +145.6% | +7.4% |
| 5Y | -7.4% | -84.1% | +76.7% | -33.6% |
| All | +266.6% | -99.5% | +366.1% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling