+17.1%
EW vs SPXU
-80.6%
+97.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.2% |
| 7D | -4.4% | -1.5% | -3.0% | -4.7% |
| 30D | -3.3% | +3.7% | -7.1% | -2.5% |
| 3M | +1.0% | -9.6% | +10.6% | -0.8% |
| 6M | +6.2% | -32.4% | +38.6% | -1.7% |
| YTD | +1.7% | -28.7% | +30.4% | -4.4% |
| 1Y | +8.1% | -38.2% | +46.3% | -1.2% |
| 3Y | +17.1% | -80.4% | +97.5% | -20.6% |
| All | +17.1% | -80.6% | +97.6% | -20.6% |
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