+31.0%
F vs SPXU
-40.4%
+71.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +2.0% |
| 7D | +5.3% | -0.1% | +5.4% | +5.3% |
| 30D | +4.6% | +0.8% | +3.8% | +5.1% |
| 3M | -3.7% | -4.7% | +1.0% | -4.1% |
| 6M | +16.8% | -29.6% | +46.4% | +4.9% |
| YTD | +15.3% | -29.9% | +45.2% | +3.8% |
| 1Y | +31.0% | -39.1% | +70.1% | +12.3% |
| All | +31.0% | -40.4% | +71.4% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling