+277.0%
IR vs SPXU
-99.3%
+376.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -1.5% |
| 7D | -1.9% | +1.3% | -3.2% | -1.4% |
| 30D | -15.0% | +5.1% | -20.2% | -13.2% |
| 3M | -0.4% | -9.1% | +8.7% | -3.1% |
| 6M | -15.0% | -29.6% | +14.5% | -24.0% |
| YTD | -7.1% | -27.7% | +20.6% | -15.5% |
| 1Y | -7.5% | -37.0% | +29.4% | -19.5% |
| 3Y | +6.3% | -80.2% | +86.5% | -32.2% |
| 5Y | +37.3% | -86.0% | +123.4% | -8.2% |
| All | +277.0% | -99.3% | +376.4% | +23.4% |
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