+40.9%
O vs SPXU
-81.0%
+121.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | -0.1% |
| 7D | +0.6% | +1.5% | -0.9% | +0.7% |
| 30D | +9.4% | +6.4% | +3.1% | +9.8% |
| 3M | -2.4% | +4.2% | -6.6% | -2.1% |
| 6M | -1.9% | -7.8% | +5.9% | -2.1% |
| YTD | +10.5% | -27.5% | +38.0% | +8.6% |
| 1Y | +10.0% | -27.1% | +37.1% | +8.2% |
| All | +40.9% | -81.0% | +121.9% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling