+519.6%
O vs SPXU
-100.0%
+619.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.3% |
| 7D | -0.4% | -9.4% | +9.0% | -2.6% |
| 30D | +8.3% | +7.4% | +0.8% | +10.5% |
| 3M | -4.0% | +6.2% | -10.1% | -2.2% |
| 6M | -2.6% | -7.2% | +4.6% | -3.7% |
| YTD | +9.9% | -26.8% | +36.7% | +3.2% |
| 1Y | +9.8% | -26.3% | +36.1% | +3.5% |
| 3Y | +39.7% | -80.6% | +120.3% | -1.6% |
| 5Y | +9.2% | -83.6% | +92.7% | -18.1% |
| 10Y | +81.5% | -99.5% | +181.0% | -30.7% |
| All | +519.6% | -100.0% | +619.6% | -21.8% |
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