+526.5%
P vs SPXU
-99.7%
+626.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.9% | +8.3% | +2.4% |
| 7D | -4.7% | +1.5% | -6.3% | -2.2% |
| 30D | -31.4% | +6.4% | -37.8% | -27.3% |
| 3M | -2.6% | +4.2% | -6.9% | +3.0% |
| 6M | +21.9% | -7.8% | +29.7% | +24.3% |
| YTD | +58.9% | -27.5% | +86.5% | +48.2% |
| 1Y | +21.7% | -27.1% | +48.9% | +14.7% |
| 3Y | +193.3% | -80.8% | +274.1% | +79.6% |
| 5Y | +275.1% | -84.1% | +359.2% | +164.5% |
| 10Y | +655.3% | -99.5% | +754.8% | +101.7% |
| All | +526.5% | -99.7% | +626.2% | +59.2% |
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