+264.0%
SPOT vs SPXU
-99.1%
+363.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.4% | -2.7% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +12.5% | +0.8% | +11.7% | +12.9% |
| 3M | +9.9% | -4.7% | +14.6% | +8.4% |
| 6M | +1.6% | -29.6% | +31.2% | -9.7% |
| YTD | -6.6% | -29.9% | +23.3% | -16.6% |
| 1Y | -22.9% | -39.1% | +16.1% | -34.3% |
| 3Y | +244.3% | -80.0% | +324.3% | +117.8% |
| 5Y | +117.8% | -86.0% | +203.9% | +47.3% |
| All | +264.0% | -99.1% | +363.1% | +59.3% |
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