+557.6%
PL vs SPXU
-80.7%
+638.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | +0.2% |
| 7D | +5.6% | +0.5% | +5.1% | +7.9% |
| 30D | -16.9% | +10.9% | -27.8% | -7.3% |
| 3M | -38.2% | +9.6% | -47.8% | -31.1% |
| 6M | -63.4% | -4.7% | -58.8% | -61.5% |
| YTD | -27.6% | -24.6% | -3.0% | -33.6% |
| 1Y | +6.6% | -24.7% | +31.3% | -1.0% |
| 3Y | +557.6% | -80.0% | +637.6% | +197.6% |
| All | +557.6% | -80.7% | +638.3% | +197.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling