-53.2%
S vs SPXU
-88.5%
+35.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +1.2% |
| 7D | -7.7% | -0.1% | -7.6% | -7.7% |
| 30D | -5.3% | +0.8% | -6.2% | -4.5% |
| 3M | +20.3% | -4.7% | +25.0% | +18.9% |
| 6M | +47.4% | -29.6% | +77.0% | +22.7% |
| YTD | +32.5% | -29.9% | +62.4% | +11.2% |
| 1Y | +9.5% | -39.1% | +48.6% | -14.6% |
| 3Y | +15.5% | -80.0% | +95.5% | -46.2% |
| 5Y | -71.2% | -86.0% | +14.8% | -83.7% |
| All | -53.2% | -88.5% | +35.2% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling