+487.9%
SO vs SPXU
-100.0%
+587.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.5% |
| 7D | -0.2% | -0.1% | 0.0% | -0.2% |
| 30D | -4.6% | +0.8% | -5.4% | -4.4% |
| 3M | -3.0% | -4.7% | +1.7% | -3.6% |
| 6M | -8.3% | -29.6% | +21.4% | -12.8% |
| YTD | +3.5% | -29.9% | +33.4% | -1.5% |
| 1Y | -0.9% | -39.1% | +38.2% | -7.7% |
| 3Y | +45.4% | -80.0% | +125.4% | +15.9% |
| 5Y | +59.6% | -86.0% | +145.7% | +27.6% |
| 10Y | +156.6% | -99.5% | +256.1% | +36.9% |
| All | +487.9% | -100.0% | +587.9% | +96.1% |
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