+11.1%
IR vs SPXU
-25.2%
+36.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -0.7% |
| 7D | +1.5% | +0.5% | +1.0% | +2.1% |
| 30D | +9.0% | +10.9% | -1.9% | +14.5% |
| 3M | -0.9% | +9.6% | -10.5% | +4.0% |
| 6M | +13.4% | -4.7% | +18.1% | +13.1% |
| YTD | +8.5% | -24.6% | +33.1% | -2.0% |
| All | +11.1% | -25.2% | +36.3% | +1.3% |
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