+323.8%
SN vs SPXU
-78.5%
+402.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +1.9% |
| 7D | +0.1% | -1.5% | +1.6% | -0.7% |
| 30D | -5.6% | +3.7% | -9.3% | -3.5% |
| 3M | +48.1% | -9.6% | +57.6% | +41.8% |
| 6M | +57.6% | -32.4% | +90.0% | +31.7% |
| YTD | +56.5% | -28.7% | +85.2% | +35.6% |
| 1Y | +52.6% | -38.2% | +90.8% | +23.7% |
| 3Y | +412.0% | -80.4% | +492.4% | +194.8% |
| All | +323.8% | -78.5% | +402.3% | +147.3% |
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