+1,112.1%
PSX vs SPXU
-99.9%
+1,212.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.6% |
| 7D | +4.5% | -0.1% | +4.7% | +4.5% |
| 30D | +26.6% | +0.8% | +25.8% | +27.0% |
| 3M | +39.3% | -4.7% | +44.0% | +37.3% |
| 6M | +56.8% | -29.6% | +86.4% | +39.1% |
| YTD | +101.8% | -29.9% | +131.7% | +79.2% |
| 1Y | +99.6% | -39.1% | +138.7% | +69.4% |
| 3Y | +140.3% | -80.0% | +220.4% | +50.9% |
| 5Y | +339.3% | -86.0% | +425.4% | +177.8% |
| 10Y | +369.9% | -99.5% | +469.4% | +16.4% |
| All | +1,112.1% | -99.9% | +1,212.0% | +42.0% |
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