+272.5%
RF vs SPXU
-99.5%
+372.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.7% |
| 7D | -0.9% | +7.6% | -8.5% | +2.5% |
| 30D | +6.0% | +17.5% | -11.5% | +13.9% |
| 3M | -8.9% | +14.7% | -23.6% | -2.8% |
| 6M | +2.3% | -0.1% | +2.4% | +3.8% |
| YTD | +7.6% | -19.8% | +27.4% | +0.9% |
| 1Y | +21.2% | -23.7% | +44.9% | +11.8% |
| 3Y | +108.5% | -79.5% | +188.0% | +24.0% |
| 5Y | +43.2% | -81.9% | +125.1% | -0.9% |
| All | +272.5% | -99.5% | +372.0% | -24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling