-8.8%
IT vs SPXU
-30.4%
+21.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.3% | +1.1% |
| 7D | -5.5% | +2.2% | -7.6% | -5.2% |
| 30D | +10.3% | +3.8% | +6.6% | +10.8% |
| 3M | +11.5% | +3.3% | +8.2% | +12.0% |
| 6M | +40.3% | -16.7% | +57.0% | +37.7% |
| YTD | -17.9% | -28.6% | +10.8% | -17.8% |
| 1Y | -8.8% | -30.6% | +21.8% | -9.0% |
| All | -8.8% | -30.4% | +21.6% | -9.0% |
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