+417.8%
F vs SPXU
-100.0%
+517.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.6% |
| 6M | +16.8% | -29.6% | +46.4% | +4.0% |
| YTD | +15.3% | -29.9% | +45.2% | +3.0% |
| 1Y | +31.0% | -39.1% | +70.1% | +11.6% |
| 3Y | +45.4% | -80.0% | +125.4% | -11.6% |
| 5Y | +54.7% | -86.0% | +140.7% | +0.5% |
| 10Y | +98.2% | -99.5% | +197.8% | -51.0% |
| All | +417.8% | -100.0% | +517.8% | -66.9% |
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