+70.9%
NDAQ vs SPXU
-84.0%
+154.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -1.4% |
| 7D | 0.0% | +1.5% | -1.6% | +0.8% |
| 30D | +16.3% | +6.4% | +10.0% | +18.9% |
| 3M | +15.8% | +4.2% | +11.6% | +18.0% |
| 6M | +24.8% | -7.8% | +32.6% | +23.6% |
| YTD | +14.1% | -27.5% | +41.6% | +6.6% |
| 1Y | +26.5% | -27.1% | +53.7% | +18.8% |
| 3Y | +119.1% | -80.8% | +200.0% | +51.9% |
| 5Y | +70.9% | -84.1% | +155.0% | +28.1% |
| All | +70.9% | -84.0% | +154.9% | +28.1% |
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