+83.0%
PL vs SPXU
-89.5%
+172.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -0.5% |
| 7D | -9.3% | -0.1% | -9.2% | -9.4% |
| 30D | -18.9% | +0.8% | -19.8% | -18.4% |
| 3M | -58.4% | -4.7% | -53.7% | -58.1% |
| 6M | -30.3% | -29.6% | -0.7% | -39.9% |
| YTD | -8.1% | -29.9% | +21.8% | -20.2% |
| 1Y | +180.5% | -39.1% | +219.6% | +130.7% |
| 3Y | +444.1% | -80.0% | +524.1% | +217.2% |
| 5Y | +83.0% | -86.0% | +169.1% | +20.9% |
| All | +83.0% | -89.5% | +172.5% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling