-35.7%
U vs SPXU
-95.0%
+59.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.4% | +6.9% | +2.6% |
| 7D | +5.5% | +2.5% | +3.0% | +7.6% |
| 30D | -1.3% | +4.2% | -5.5% | +2.2% |
| 3M | +64.6% | -9.3% | +73.8% | +55.3% |
| 6M | +119.4% | -30.7% | +150.1% | +72.2% |
| YTD | -0.5% | -28.1% | +27.7% | -17.7% |
| 1Y | +1.3% | -35.2% | +36.5% | -20.2% |
| 3Y | +15.6% | -79.9% | +95.6% | -52.7% |
| 5Y | -67.5% | -86.4% | +18.9% | -83.6% |
| All | -35.7% | -95.0% | +59.4% | -79.0% |
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