-25.5%
IT vs SPXU
-36.3%
+10.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.7% | +4.8% |
| 7D | -3.7% | +2.5% | -6.1% | -3.2% |
| 30D | +0.1% | +4.2% | -4.1% | +0.8% |
| 3M | +20.7% | -9.3% | +29.9% | +20.1% |
| 6M | +12.0% | -30.7% | +42.7% | +6.0% |
| YTD | -28.8% | -28.1% | -0.7% | -30.3% |
| 1Y | -25.5% | -35.2% | +9.7% | -27.5% |
| All | -25.5% | -36.3% | +10.8% | -27.5% |
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