+33.2%
Q vs SPXU
-27.0%
+60.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | -0.9% |
| 7D | +6.6% | +1.5% | +5.0% | +9.5% |
| 30D | +2.7% | +6.4% | -3.6% | +11.1% |
| 3M | -8.4% | +4.2% | -12.6% | -2.0% |
| 6M | -17.3% | -7.8% | -9.5% | -17.9% |
| YTD | +55.3% | -27.5% | +82.8% | +30.7% |
| 1Y | +31.5% | -27.1% | +58.6% | +11.8% |
| All | +33.2% | -27.0% | +60.2% | +14.4% |
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