+469.1%
P vs SPXU
-99.7%
+568.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.3% | +3.2% |
| 7D | -23.8% | +7.6% | -31.4% | -19.8% |
| 30D | -36.6% | +17.5% | -54.1% | -29.6% |
| 3M | +10.9% | +14.7% | -3.8% | +22.6% |
| 6M | +30.0% | -0.1% | +30.0% | +37.7% |
| YTD | +44.4% | -19.8% | +64.2% | +41.2% |
| 1Y | +3.9% | -23.7% | +27.7% | +0.1% |
| 3Y | +176.6% | -79.5% | +256.1% | +75.0% |
| 5Y | +249.3% | -81.9% | +331.2% | +162.0% |
| 10Y | +726.9% | -99.5% | +826.4% | +123.1% |
| All | +469.1% | -99.7% | +568.8% | +51.7% |
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