-6.1%
F vs SPXU
-26.3%
+20.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.5% |
| 7D | -3.1% | -7.6% | +4.5% | -5.6% |
| 30D | 0.0% | +5.3% | -5.3% | +2.5% |
| 3M | -13.2% | +9.6% | -22.9% | -9.2% |
| 6M | -10.2% | -4.5% | -5.7% | -10.0% |
| YTD | -4.9% | -25.9% | +20.9% | -12.8% |
| 1Y | -6.1% | -28.9% | +22.8% | -15.0% |
| All | -6.1% | -26.3% | +20.2% | -15.0% |
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