+11.9%
U vs SPXU
-79.8%
+91.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | +0.5% |
| 7D | +4.4% | +1.3% | +3.1% | +5.3% |
| 30D | -1.3% | +5.1% | -6.4% | +2.3% |
| 3M | +49.6% | -9.1% | +58.7% | +42.7% |
| 6M | +100.2% | -29.6% | +129.8% | +64.3% |
| YTD | -3.7% | -27.7% | +24.0% | -17.7% |
| 1Y | -6.5% | -37.0% | +30.5% | -25.0% |
| All | +11.9% | -79.8% | +91.7% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling