+32.9%
PL vs SPXU
-83.8%
+116.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.1% | -2.4% |
| 7D | +22.3% | -9.4% | +31.6% | +15.6% |
| 30D | -8.3% | +7.4% | -15.8% | -1.6% |
| 3M | -43.3% | +6.2% | -49.4% | -39.1% |
| 6M | -65.8% | -7.2% | -58.6% | -64.8% |
| YTD | -29.5% | -26.8% | -2.7% | -35.5% |
| 1Y | +11.7% | -26.3% | +38.0% | +4.0% |
| 3Y | +540.6% | -80.6% | +621.2% | +263.1% |
| 5Y | +32.9% | -83.6% | +116.5% | -2.1% |
| All | +32.9% | -83.8% | +116.7% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling