+10.3%
IR vs SPXU
-80.9%
+91.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.8% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -15.1% | +0.8% | -16.0% | -14.7% |
| 3M | +6.1% | -4.7% | +10.8% | +5.1% |
| 6M | -16.8% | -29.6% | +12.8% | -26.4% |
| YTD | -3.5% | -29.9% | +26.3% | -14.3% |
| 1Y | -3.5% | -39.1% | +35.6% | -18.4% |
| All | +10.3% | -80.9% | +91.2% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling