-29.4%
EW vs SPXU
-85.9%
+56.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.2% |
| 7D | -5.1% | +1.3% | -6.4% | -4.7% |
| 30D | -6.4% | +5.1% | -11.5% | -5.0% |
| 3M | -1.6% | -9.1% | +7.6% | -3.8% |
| 6M | +2.3% | -29.6% | +31.9% | -6.3% |
| YTD | +1.1% | -27.7% | +28.8% | -6.3% |
| 1Y | +8.0% | -37.0% | +45.0% | -3.3% |
| 3Y | +16.3% | -80.2% | +96.5% | -21.6% |
| 5Y | -29.4% | -86.0% | +56.6% | -49.2% |
| All | -29.4% | -85.9% | +56.5% | -49.2% |
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