+3,773.9%
TER vs SPXU
-100.0%
+3,873.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | +0.4% |
| 7D | -8.9% | +0.5% | -9.4% | -7.0% |
| 30D | -39.1% | +10.9% | -50.0% | -33.8% |
| 3M | -32.8% | +9.6% | -42.4% | -27.0% |
| 6M | -31.7% | -4.7% | -27.1% | -28.6% |
| YTD | +26.9% | -24.6% | +51.5% | +22.0% |
| 1Y | +33.6% | -24.7% | +58.3% | +29.7% |
| 3Y | +181.5% | -80.0% | +261.6% | +70.9% |
| 5Y | +76.1% | -83.5% | +159.6% | +28.0% |
| 10Y | +1,006.2% | -99.5% | +1,105.7% | +149.3% |
| All | +3,773.9% | -100.0% | +3,873.9% | +54.5% |
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