+308.8%
T vs SPXU
-100.0%
+408.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | +0.2% |
| 7D | +2.5% | -7.6% | +10.1% | +1.1% |
| 30D | -3.8% | +5.3% | -9.1% | -2.6% |
| 3M | -8.7% | +9.6% | -18.4% | -6.9% |
| 6M | -8.1% | -4.5% | -3.6% | -8.4% |
| YTD | -6.4% | -25.9% | +19.4% | -10.9% |
| 1Y | -9.8% | -28.9% | +19.1% | -14.7% |
| 3Y | +65.5% | -80.5% | +146.0% | +24.5% |
| 5Y | +57.0% | -83.4% | +140.3% | +24.1% |
| 10Y | +60.8% | -99.5% | +160.3% | -27.5% |
| All | +308.8% | -100.0% | +408.8% | -5.9% |
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