+72.1%
F vs SPXU
-99.5%
+171.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | -1.7% |
| 7D | -2.1% | +1.5% | -3.7% | -1.2% |
| 30D | +3.3% | +6.4% | -3.0% | +6.4% |
| 3M | -11.3% | +4.2% | -15.6% | -9.1% |
| 6M | +5.3% | -7.8% | +13.1% | +4.2% |
| YTD | -2.2% | -27.5% | +25.3% | -10.4% |
| 1Y | -3.5% | -27.1% | +23.6% | -11.1% |
| 3Y | +49.5% | -80.8% | +130.3% | -8.9% |
| 5Y | -13.5% | -84.1% | +70.6% | -40.1% |
| All | +72.1% | -99.5% | +171.6% | -55.3% |
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 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