+291.3%
IR vs SPXU
-99.3%
+390.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.8% |
| 3M | +6.1% | -4.7% | +10.8% | +5.2% |
| 6M | -16.8% | -29.6% | +12.8% | -25.5% |
| YTD | -3.5% | -29.9% | +26.3% | -13.3% |
| 1Y | -3.5% | -39.1% | +35.6% | -17.1% |
| 3Y | +9.5% | -80.0% | +89.5% | -30.0% |
| 5Y | +45.1% | -86.0% | +131.1% | -3.2% |
| All | +291.3% | -99.3% | +390.6% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling