+16.7%
S vs SPXU
-81.1%
+97.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +1.1% |
| 7D | -7.7% | -0.1% | -7.6% | -7.7% |
| 30D | -5.3% | +0.8% | -6.2% | -4.6% |
| 3M | +20.3% | -4.7% | +25.0% | +19.3% |
| 6M | +47.4% | -29.6% | +77.0% | +26.7% |
| YTD | +32.5% | -29.9% | +62.4% | +14.7% |
| 1Y | +9.5% | -39.1% | +48.6% | -10.8% |
| All | +16.7% | -81.1% | +97.8% | -39.1% |
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