+319.5%
SN vs SPXU
-78.9%
+398.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -0.4% |
| 7D | -9.3% | -0.1% | -9.2% | -9.3% |
| 30D | -4.8% | +0.8% | -5.6% | -4.1% |
| 3M | +40.4% | -4.7% | +45.1% | +38.7% |
| 6M | +50.9% | -29.6% | +80.6% | +28.9% |
| YTD | +54.9% | -29.9% | +84.8% | +33.0% |
| 1Y | +43.0% | -39.1% | +82.1% | +15.2% |
| 3Y | +391.8% | -80.0% | +471.8% | +182.6% |
| All | +319.5% | -78.9% | +398.4% | +142.7% |
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