-71.5%
S vs SPXU
-86.0%
+14.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -1.2% |
| 7D | -5.8% | -1.5% | -4.3% | -6.7% |
| 30D | -9.2% | +3.7% | -12.9% | -6.8% |
| 3M | +23.4% | -9.6% | +32.9% | +17.8% |
| 6M | +36.9% | -32.4% | +69.3% | +11.1% |
| YTD | +29.5% | -28.7% | +58.2% | +9.6% |
| 1Y | +5.4% | -38.2% | +43.6% | -17.3% |
| 3Y | +14.7% | -80.4% | +95.1% | -48.0% |
| 5Y | -71.5% | -86.0% | +14.5% | -83.9% |
| All | -71.5% | -86.0% | +14.5% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling