-28.7%
SPXU vs ITOT
+12.5%
-41.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.5% | -0.1% |
| 7D | +6.4% | -2.0% | +8.4% | +0.2% |
| 30D | +5.9% | -2.0% | +7.9% | +0.3% |
| 3M | -11.7% | +4.5% | -16.2% | +3.0% |
| 6M | -28.7% | +12.6% | -41.3% | +7.3% |
| All | -28.7% | +12.5% | -41.2% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 6mo: compounded portfolio wealth divided by compounded ITOT 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…
6mo analysis · Full analysis span regression · 6 months rolling