+44.1%
PL vs SPXU
-88.7%
+132.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | 0.0% |
| 7D | +5.6% | +0.5% | +5.1% | +7.6% |
| 30D | -16.9% | +10.9% | -27.8% | -9.4% |
| 3M | -38.2% | +9.6% | -47.8% | -32.5% |
| 6M | -63.4% | -4.7% | -58.8% | -61.7% |
| YTD | -27.6% | -24.6% | -3.0% | -32.2% |
| 1Y | +6.6% | -24.7% | +31.3% | +0.9% |
| 3Y | +557.6% | -80.0% | +637.6% | +293.8% |
| 5Y | +39.5% | -83.5% | +123.0% | -0.5% |
| All | +44.1% | -88.7% | +132.8% | +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