+45.2%
PL vs SPXU
-88.8%
+134.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -7.0% | +21.5% | +10.1% |
| 7D | +10.9% | -1.5% | +12.4% | +11.5% |
| 30D | -16.4% | +9.7% | -26.0% | -9.4% |
| 3M | -39.9% | +8.4% | -48.4% | -34.9% |
| 6M | -63.2% | -5.7% | -57.4% | -61.8% |
| YTD | -27.1% | -25.4% | -1.7% | -32.2% |
| 1Y | +12.2% | -28.9% | +41.1% | +2.8% |
| 3Y | +584.3% | -81.2% | +665.5% | +298.2% |
| 5Y | +37.0% | -83.3% | +120.3% | -3.0% |
| All | +45.2% | -88.8% | +134.0% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling