+485.4%
P vs SPXU
-99.7%
+585.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +2.0% |
| 7D | +6.5% | -0.1% | +6.7% | +6.6% |
| 30D | +18.8% | +0.8% | +18.0% | +19.5% |
| 3M | +26.7% | -4.7% | +31.4% | +26.8% |
| 6M | +62.2% | -29.6% | +91.8% | +41.9% |
| YTD | +48.5% | -29.9% | +78.4% | +31.8% |
| 1Y | +26.4% | -39.1% | +65.5% | +6.6% |
| 3Y | +159.4% | -80.0% | +239.4% | +57.9% |
| 5Y | +275.8% | -86.0% | +361.8% | +142.8% |
| 10Y | +732.0% | -99.5% | +831.5% | +112.0% |
| All | +485.4% | -99.7% | +585.1% | +41.5% |
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