+261.5%
RF vs SPXU
-99.5%
+361.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.0% | +9.2% | -0.7% |
| 7D | -0.1% | -1.5% | +1.3% | -0.3% |
| 30D | +7.0% | +9.7% | -2.6% | +11.9% |
| 3M | -7.0% | +8.4% | -15.5% | -3.0% |
| 6M | +6.8% | -5.7% | +12.5% | +5.8% |
| YTD | +9.9% | -25.4% | +35.4% | +0.2% |
| 1Y | +21.1% | -28.9% | +50.0% | +8.7% |
| 3Y | +119.6% | -81.2% | +200.8% | +26.2% |
| 5Y | +46.2% | -83.3% | +129.5% | -2.1% |
| 10Y | +261.5% | -99.5% | +361.0% | -21.2% |
| All | +261.5% | -99.5% | +361.0% | -21.2% |
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