-54.3%
S vs SPXU
-88.1%
+33.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | +0.9% |
| 7D | -1.2% | +1.3% | -2.5% | -0.4% |
| 30D | -12.6% | +5.1% | -17.7% | -9.5% |
| 3M | +27.6% | -9.1% | +36.7% | +22.2% |
| 6M | +35.5% | -29.6% | +65.1% | +12.8% |
| YTD | +29.6% | -27.7% | +57.3% | +10.8% |
| 1Y | +8.1% | -37.0% | +45.1% | -13.9% |
| 3Y | +14.8% | -80.2% | +94.9% | -47.0% |
| 5Y | -70.6% | -86.0% | +15.5% | -83.1% |
| All | -54.3% | -88.1% | +33.8% | -73.5% |
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