+52.5%
NDAQ vs SPXU
-85.9%
+138.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.5% |
| 7D | -1.6% | +1.3% | -2.8% | -1.2% |
| 30D | -1.5% | +5.1% | -6.6% | 0.0% |
| 3M | +8.0% | -9.1% | +17.2% | +5.7% |
| 6M | +7.7% | -29.6% | +37.3% | -1.3% |
| YTD | -2.3% | -27.7% | +25.3% | -9.3% |
| 1Y | +0.6% | -37.0% | +37.5% | -9.7% |
| 3Y | +90.9% | -80.2% | +171.1% | +33.4% |
| 5Y | +52.5% | -86.0% | +138.5% | +9.8% |
| All | +52.5% | -85.9% | +138.3% | +9.8% |
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