+219.1%
TER vs SPXU
-86.0%
+305.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +5.3% |
| 7D | +11.0% | -1.5% | +12.4% | +9.8% |
| 30D | -1.9% | +3.7% | -5.6% | +0.6% |
| 3M | -0.7% | -9.6% | +8.9% | -3.8% |
| 6M | +36.4% | -32.4% | +68.7% | +14.9% |
| YTD | +92.4% | -28.7% | +121.1% | +70.1% |
| 1Y | +213.5% | -38.2% | +251.7% | +161.4% |
| 3Y | +277.2% | -80.4% | +357.7% | +104.9% |
| 5Y | +219.1% | -86.0% | +305.2% | +97.6% |
| All | +219.1% | -86.0% | +305.2% | +97.6% |
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 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