+75.2%
SPY vs SPXU
-84.0%
+159.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | 0.0% |
| 7D | -0.9% | +1.5% | -2.5% | +0.1% |
| 30D | -2.4% | +6.4% | -8.7% | +0.5% |
| 3M | -1.2% | +4.2% | -5.4% | +1.3% |
| 6M | +3.3% | -7.8% | +11.1% | +2.5% |
| YTD | +12.3% | -27.5% | +39.8% | +4.2% |
| 1Y | +12.4% | -27.1% | +39.6% | +4.9% |
| 3Y | +78.8% | -80.8% | +159.6% | +17.8% |
| 5Y | +75.2% | -84.1% | +159.3% | +26.4% |
| All | +75.2% | -84.0% | +159.1% | +26.4% |
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