+7.3%
PL vs SPXU
-27.0%
+34.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -7.0% | +21.5% | +8.3% |
| 7D | +10.9% | -1.5% | +12.4% | +11.2% |
| 30D | -16.4% | +9.7% | -26.0% | -6.9% |
| 3M | -39.9% | +8.4% | -48.4% | -33.2% |
| 6M | -63.2% | -5.7% | -57.4% | -61.1% |
| YTD | -27.1% | -25.4% | -1.7% | -27.8% |
| All | +7.3% | -27.0% | +34.3% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling