+1,781.2%
EW vs SPXU
-100.0%
+1,881.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | +0.3% |
| 7D | +4.9% | -9.4% | +14.3% | +2.1% |
| 30D | +24.1% | +7.4% | +16.6% | +27.4% |
| 3M | +13.7% | +6.2% | +7.5% | +16.5% |
| 6M | +32.7% | -7.2% | +39.9% | +31.4% |
| YTD | +24.1% | -26.8% | +50.9% | +15.8% |
| 1Y | +23.6% | -26.3% | +49.9% | +15.9% |
| 3Y | +64.8% | -80.6% | +145.4% | +11.0% |
| 5Y | -8.8% | -83.6% | +74.8% | -32.5% |
| 10Y | +248.8% | -99.5% | +348.3% | +26.5% |
| All | +1,781.2% | -100.0% | +1,881.2% | +268.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling