+76.1%
TER vs SPXU
-83.3%
+159.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | +0.5% |
| 7D | -8.9% | +0.5% | -9.4% | -6.7% |
| 30D | -39.1% | +10.9% | -50.0% | -32.7% |
| 3M | -32.8% | +9.6% | -42.4% | -25.8% |
| 6M | -31.7% | -4.7% | -27.1% | -28.2% |
| YTD | +26.9% | -24.6% | +51.5% | +20.7% |
| 1Y | +33.6% | -24.7% | +58.3% | +28.5% |
| 3Y | +181.5% | -80.0% | +261.6% | +59.7% |
| 5Y | +76.1% | -83.5% | +159.6% | +24.8% |
| All | +76.1% | -83.3% | +159.4% | +24.8% |
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