-46.3%
IT vs SPXU
-85.9%
+39.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.2% |
| 7D | -9.1% | +1.3% | -10.4% | -8.6% |
| 30D | -12.2% | +5.1% | -17.3% | -10.5% |
| 3M | +7.8% | -9.1% | +16.9% | +4.8% |
| 6M | +2.0% | -29.6% | +31.6% | -8.8% |
| YTD | -32.7% | -27.7% | -5.1% | -38.7% |
| 1Y | -31.1% | -37.0% | +5.9% | -39.7% |
| 3Y | -52.1% | -80.2% | +28.1% | -69.3% |
| 5Y | -46.3% | -86.0% | +39.7% | -62.3% |
| All | -46.3% | -85.9% | +39.6% | -62.3% |
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