+196.3%
SO vs SPXU
-99.5%
+295.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | -0.4% |
| 7D | +0.8% | +1.5% | -0.8% | +1.2% |
| 30D | +7.8% | +6.4% | +1.5% | +9.1% |
| 3M | +2.9% | +4.2% | -1.3% | +4.0% |
| 6M | +2.5% | -7.8% | +10.2% | +1.5% |
| YTD | +10.3% | -27.5% | +37.8% | +5.2% |
| 1Y | +6.4% | -27.1% | +33.5% | +1.7% |
| 3Y | +52.8% | -80.8% | +133.6% | +16.3% |
| 5Y | +78.7% | -84.1% | +162.8% | +42.1% |
| 10Y | +196.3% | -99.5% | +295.8% | +38.6% |
| All | +196.3% | -99.5% | +295.8% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling