+153.1%
SO vs SPXU
-99.6%
+252.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -1.1% |
| 7D | -1.1% | +2.5% | -3.5% | -0.6% |
| 30D | -5.0% | +4.2% | -9.2% | -4.3% |
| 3M | -5.8% | -9.3% | +3.5% | -7.2% |
| 6M | -7.9% | -30.7% | +22.8% | -13.2% |
| YTD | +2.4% | -28.1% | +30.6% | -2.7% |
| 1Y | -2.3% | -35.2% | +33.0% | -8.7% |
| 3Y | +41.9% | -79.9% | +121.8% | +9.3% |
| 5Y | +58.1% | -86.4% | +144.4% | +21.2% |
| All | +153.1% | -99.6% | +252.6% | +18.9% |
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 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