+340.6%
F vs SPXU
-100.0%
+440.6%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.0% |
| 3M | -8.8% | +14.7% | -23.5% | -2.9% |
| 6M | +4.6% | -0.1% | +4.7% | +6.7% |
| YTD | -1.9% | -19.8% | +17.9% | -6.9% |
| 1Y | -0.8% | -23.7% | +23.0% | -7.3% |
| 3Y | +43.5% | -79.5% | +123.0% | -12.1% |
| 5Y | -12.1% | -81.9% | +69.8% | -36.6% |
| 10Y | +83.6% | -99.5% | +183.1% | -54.3% |
| All | +340.6% | -100.0% | +440.6% | -70.1% |
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