+24.8%
NDAQ vs SPXU
-8.8%
+33.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.9% |
| 7D | 0.0% | +1.5% | -1.6% | +0.4% |
| 30D | +16.3% | +6.4% | +10.0% | +17.7% |
| 3M | +15.8% | +4.2% | +11.6% | +16.7% |
| 6M | +24.8% | -7.8% | +32.6% | +25.2% |
| All | +24.8% | -8.8% | +33.6% | +25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling