+367.0%
PSX vs SPXU
-85.5%
+452.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -0.5% |
| 7D | +1.5% | +6.4% | -4.8% | +2.9% |
| 30D | +15.8% | +5.9% | +9.9% | +17.3% |
| 3M | +43.0% | -11.7% | +54.7% | +39.2% |
| 6M | +61.1% | -28.7% | +89.8% | +49.4% |
| YTD | +104.5% | -26.4% | +130.9% | +91.7% |
| 1Y | +102.5% | -35.2% | +137.8% | +84.6% |
| 3Y | +133.5% | -79.8% | +213.3% | +73.7% |
| 5Y | +367.0% | -86.1% | +453.0% | +251.3% |
| All | +367.0% | -85.5% | +452.5% | +251.3% |
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 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