+15.7%
RF vs SPXU
-38.3%
+54.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -0.7% |
| 7D | +2.7% | -1.5% | +4.1% | +2.3% |
| 30D | -3.4% | +3.7% | -7.1% | -2.4% |
| 3M | +6.4% | -9.6% | +15.9% | +4.2% |
| 6M | +13.4% | -32.4% | +45.8% | +2.2% |
| YTD | +14.2% | -28.7% | +42.9% | +5.1% |
| 1Y | +15.7% | -38.2% | +53.9% | +6.8% |
| All | +15.7% | -38.3% | +54.0% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling