+15.3%
O vs SPXU
-85.9%
+101.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.3% |
| 7D | -2.3% | +1.3% | -3.5% | -2.1% |
| 30D | -2.4% | +5.1% | -7.6% | -1.8% |
| 3M | -0.6% | -9.1% | +8.5% | -1.7% |
| 6M | -5.0% | -29.6% | +24.6% | -9.1% |
| YTD | +10.4% | -27.7% | +38.1% | +6.2% |
| 1Y | +6.6% | -37.0% | +43.5% | +0.7% |
| 3Y | +28.4% | -80.2% | +108.6% | +3.0% |
| 5Y | +15.3% | -86.0% | +101.3% | -6.3% |
| All | +15.3% | -85.9% | +101.1% | -6.3% |
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