+32.6%
NET vs SPXU
-84.2%
+116.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -6.2% |
| 7D | -16.4% | +2.2% | -18.5% | -14.6% |
| 30D | -25.8% | +3.8% | -29.6% | -23.1% |
| 3M | -11.5% | +3.3% | -14.8% | -7.6% |
| 6M | +18.9% | -16.7% | +35.6% | +7.6% |
| YTD | +35.2% | -28.6% | +63.8% | +11.6% |
| 1Y | +14.5% | -30.6% | +45.0% | -6.5% |
| 3Y | +313.8% | -81.9% | +395.7% | +41.9% |
| 5Y | +32.6% | -84.0% | +116.6% | -28.9% |
| All | +32.6% | -84.2% | +116.8% | -28.9% |
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