+46.8%
IR vs SPXU
-83.1%
+129.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -7.0% | +11.7% | +1.9% |
| 7D | +5.0% | -1.5% | +6.5% | +5.0% |
| 30D | +10.3% | +9.7% | +0.7% | +15.3% |
| 3M | -0.1% | +8.4% | -8.5% | +4.3% |
| 6M | +14.8% | -5.7% | +20.5% | +14.5% |
| YTD | +9.7% | -25.4% | +35.2% | +1.6% |
| 1Y | +12.2% | -28.9% | +41.1% | +2.4% |
| 3Y | +30.0% | -81.2% | +111.2% | -19.3% |
| 5Y | +46.8% | -83.3% | +130.1% | +3.7% |
| All | +46.8% | -83.1% | +129.9% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling