+534.3%
O vs SPXU
-100.0%
+634.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.5% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -1.9% | +0.8% | -2.7% | -1.6% |
| 3M | +3.8% | -4.7% | +8.5% | +2.9% |
| 6M | -4.7% | -29.6% | +24.9% | -11.8% |
| YTD | +12.5% | -29.9% | +42.4% | +4.1% |
| 1Y | +10.8% | -39.1% | +49.9% | -0.5% |
| 3Y | +28.8% | -80.0% | +108.8% | -8.4% |
| 5Y | +13.2% | -86.0% | +99.2% | -18.7% |
| 10Y | +53.5% | -99.5% | +153.0% | -42.1% |
| All | +534.3% | -100.0% | +634.3% | -21.1% |
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 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