+119.5%
RF vs SPXU
-80.6%
+200.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.6% |
| 7D | +1.9% | -7.6% | +9.5% | -0.5% |
| 30D | +7.3% | +5.3% | +2.0% | +9.7% |
| 3M | -7.9% | +9.6% | -17.6% | -4.3% |
| 6M | +10.5% | -4.5% | +15.0% | +10.3% |
| YTD | +9.6% | -25.9% | +35.5% | +1.3% |
| 1Y | +20.3% | -28.9% | +49.2% | +9.9% |
| 3Y | +119.5% | -80.5% | +200.0% | +23.9% |
| All | +119.5% | -80.6% | +200.1% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling