+32.8%
NET vs SPXU
-40.4%
+73.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -1.3% |
| 7D | -7.0% | -0.1% | -6.9% | -6.9% |
| 30D | -4.8% | +0.8% | -5.6% | -3.9% |
| 3M | +3.8% | -4.7% | +8.5% | +3.5% |
| 6M | +50.0% | -29.6% | +79.7% | +29.9% |
| YTD | +41.5% | -29.9% | +71.3% | +23.9% |
| 1Y | +32.8% | -39.1% | +71.9% | +7.1% |
| All | +32.8% | -40.4% | +73.2% | +7.1% |
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 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