+57.9%
SO vs SPXU
-85.9%
+143.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.6% |
| 7D | 0.0% | +1.3% | -1.2% | +0.1% |
| 30D | -2.5% | +5.1% | -7.6% | -2.1% |
| 3M | -4.2% | -9.1% | +5.0% | -4.8% |
| 6M | -7.7% | -29.6% | +21.9% | -10.1% |
| YTD | +3.8% | -27.7% | +31.5% | +1.3% |
| 1Y | +0.1% | -37.0% | +37.0% | -3.5% |
| 3Y | +44.2% | -80.2% | +124.4% | +23.3% |
| 5Y | +57.9% | -86.0% | +143.9% | +30.7% |
| All | +57.9% | -85.9% | +143.7% | +30.7% |
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 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