+515.0%
O vs SPXU
-100.0%
+615.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -0.5% |
| 7D | -0.4% | -7.6% | +7.2% | -2.1% |
| 30D | +7.1% | +5.3% | +1.8% | +8.8% |
| 3M | -5.2% | +9.6% | -14.9% | -2.7% |
| 6M | -1.8% | -4.5% | +2.8% | -2.2% |
| YTD | +9.1% | -25.9% | +34.9% | +2.7% |
| 1Y | +9.7% | -28.9% | +38.5% | +2.4% |
| 3Y | +39.1% | -80.5% | +119.6% | -1.9% |
| 5Y | +8.4% | -83.4% | +91.7% | -18.4% |
| 10Y | +80.2% | -99.5% | +179.7% | -31.0% |
| All | +515.0% | -100.0% | +615.0% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling