+110.6%
SPOT vs SPXU
-85.5%
+196.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.1% | +0.6% |
| 7D | -6.9% | +6.4% | -13.2% | -4.2% |
| 30D | +4.1% | +5.9% | -1.8% | +7.0% |
| 3M | +3.7% | -11.7% | +15.4% | -1.7% |
| 6M | -1.6% | -28.7% | +27.1% | -14.7% |
| YTD | -10.2% | -26.4% | +16.2% | -20.4% |
| 1Y | -25.9% | -35.2% | +9.3% | -37.9% |
| 3Y | +235.6% | -79.8% | +315.4% | +78.7% |
| 5Y | +110.6% | -86.1% | +196.6% | +26.2% |
| All | +110.6% | -85.5% | +196.1% | +26.2% |
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