+5,536.1%
TER vs SPXU
-100.0%
+5,636.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +6.2% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -8.3% | +0.8% | -9.1% | -7.7% |
| 3M | -12.2% | -4.7% | -7.5% | -11.4% |
| 6M | +17.1% | -29.6% | +46.7% | +3.9% |
| YTD | +84.7% | -29.9% | +114.5% | +65.4% |
| 1Y | +199.9% | -39.1% | +239.0% | +155.7% |
| 3Y | +232.8% | -80.0% | +312.8% | +97.6% |
| 5Y | +198.6% | -86.0% | +284.6% | +94.7% |
| 10Y | +1,669.7% | -99.5% | +1,769.3% | +272.5% |
| All | +5,536.1% | -100.0% | +5,636.1% | +109.4% |
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 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