-23.8%
SPOT vs SPXU
-36.3%
+12.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.4% |
| 7D | -3.1% | +2.5% | -5.6% | -2.7% |
| 30D | +7.4% | +4.2% | +3.2% | +8.0% |
| 3M | +8.2% | -9.3% | +17.4% | +6.9% |
| 6M | +2.2% | -30.7% | +32.9% | -4.1% |
| YTD | -9.5% | -28.1% | +18.7% | -14.1% |
| 1Y | -23.8% | -35.2% | +11.4% | -29.9% |
| All | -23.8% | -36.3% | +12.4% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling