+46.0%
S vs SPXU
-80.2%
+126.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | +0.2% |
| 7D | +1.4% | +0.5% | +0.9% | +2.9% |
| 30D | -10.8% | +10.9% | -21.7% | -4.4% |
| 3M | +5.4% | +9.6% | -4.2% | +12.8% |
| 6M | +41.2% | -4.7% | +45.9% | +43.0% |
| YTD | +56.2% | -24.6% | +80.8% | +43.2% |
| 1Y | +36.3% | -24.7% | +61.0% | +25.6% |
| All | +46.0% | -80.2% | +126.2% | -12.6% |
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