-15.8%
F vs SPXU
-81.8%
+65.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -1.0% |
| 7D | +1.6% | +7.6% | -6.0% | +4.9% |
| 30D | +2.6% | +17.5% | -14.9% | +10.1% |
| 3M | -8.8% | +14.7% | -23.5% | -2.8% |
| 6M | +4.6% | -0.1% | +4.7% | +6.7% |
| YTD | -1.9% | -19.8% | +17.9% | -7.1% |
| 1Y | -0.8% | -23.7% | +23.0% | -7.5% |
| 3Y | +43.5% | -79.5% | +123.0% | -16.2% |
| All | -15.8% | -81.8% | +65.9% | -40.7% |
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