+1,019.7%
SPY vs SPXU
-100.0%
+1,119.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | -1.2% | +4.2% | -5.4% | +1.3% |
| 6M | +3.3% | -7.8% | +11.1% | +2.6% |
| YTD | +12.3% | -27.5% | +39.8% | +4.3% |
| 1Y | +12.4% | -27.1% | +39.6% | +5.0% |
| 3Y | +78.8% | -80.8% | +159.6% | +18.4% |
| 5Y | +75.2% | -84.1% | +159.3% | +27.1% |
| 10Y | +311.1% | -99.5% | +410.6% | +33.1% |
| All | +1,019.7% | -100.0% | +1,119.7% | +30.6% |
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