-39.0%
U vs SPXU
-95.2%
+56.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | 0.0% |
| 7D | -3.8% | -0.1% | -3.7% | -3.7% |
| 30D | +17.5% | +0.8% | +16.6% | +18.4% |
| 3M | +38.7% | -4.7% | +43.4% | +36.6% |
| 6M | +104.4% | -29.6% | +134.0% | +62.9% |
| YTD | -5.7% | -29.9% | +24.2% | -23.5% |
| 1Y | +3.7% | -39.1% | +42.8% | -22.2% |
| 3Y | +12.3% | -80.0% | +92.3% | -54.2% |
| 5Y | -68.8% | -86.0% | +17.2% | -84.3% |
| All | -39.0% | -95.2% | +56.1% | -80.5% |
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