-26.6%
U vs SPXU
-94.9%
+68.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.9% |
| 7D | +2.8% | -9.4% | +12.2% | -4.4% |
| 30D | +7.6% | +7.4% | +0.2% | +13.7% |
| 3M | +12.7% | +6.2% | +6.5% | +18.8% |
| 6M | +87.0% | -7.2% | +94.2% | +81.8% |
| YTD | +13.6% | -26.8% | +40.4% | -4.3% |
| 1Y | +25.3% | -26.3% | +51.6% | +7.5% |
| 3Y | +85.8% | -80.6% | +166.4% | -27.4% |
| 5Y | -74.5% | -83.6% | +9.1% | -86.0% |
| All | -26.6% | -94.9% | +68.4% | -75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling