-21.3%
IT vs SPXU
-40.4%
+19.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.4% |
| 7D | -6.0% | -0.1% | -5.9% | -6.0% |
| 30D | 0.0% | +0.8% | -0.8% | +0.2% |
| 3M | +13.1% | -4.7% | +17.8% | +14.0% |
| 6M | +11.7% | -29.6% | +41.3% | +7.2% |
| YTD | -26.1% | -29.9% | +3.8% | -28.0% |
| 1Y | -21.3% | -39.1% | +17.8% | -21.5% |
| All | -21.3% | -40.4% | +19.1% | -21.5% |
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 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