+524.9%
SO vs SPXU
-100.0%
+624.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | +0.3% |
| 7D | -0.1% | +0.5% | -0.6% | +0.1% |
| 30D | +8.7% | +10.9% | -2.2% | +10.6% |
| 3M | +3.4% | +9.6% | -6.2% | +5.1% |
| 6M | +3.7% | -4.7% | +8.4% | +3.4% |
| YTD | +10.0% | -24.6% | +34.6% | +6.1% |
| 1Y | +6.6% | -24.7% | +31.3% | +2.8% |
| 3Y | +52.5% | -80.0% | +132.5% | +21.2% |
| 5Y | +76.1% | -83.5% | +159.5% | +44.9% |
| 10Y | +194.9% | -99.5% | +294.4% | +59.4% |
| All | +524.9% | -100.0% | +624.8% | +111.3% |
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