+75.4%
SPY vs SPXU
-79.4%
+154.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | 0.0% |
| 7D | -2.0% | +6.4% | -8.3% | +0.1% |
| 30D | -1.7% | +5.9% | -7.6% | +0.4% |
| 3M | +4.7% | -11.7% | +16.4% | +1.2% |
| 6M | +12.5% | -28.7% | +41.2% | +2.2% |
| YTD | +11.7% | -26.4% | +38.1% | +3.1% |
| 1Y | +17.5% | -35.2% | +52.7% | +4.7% |
| All | +75.4% | -79.4% | +154.8% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling