-9.9%
IR vs SPXU
-36.3%
+26.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -1.2% |
| 7D | -4.5% | +2.5% | -7.0% | -3.5% |
| 30D | -13.9% | +4.2% | -18.1% | -12.3% |
| 3M | -0.3% | -9.3% | +8.9% | -3.4% |
| 6M | -14.3% | -30.7% | +16.4% | -25.2% |
| YTD | -7.9% | -28.1% | +20.3% | -18.1% |
| 1Y | -9.9% | -35.2% | +25.3% | -23.8% |
| All | -9.9% | -36.3% | +26.4% | -23.8% |
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