+184.2%
USXF vs SPY
+168.9%
+15.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | 0.0% |
| 7D | -1.3% | -0.8% | -0.5% | -0.4% |
| 30D | -3.4% | -1.1% | -2.4% | -2.3% |
| 3M | +1.2% | +3.9% | -2.7% | -2.8% |
| 6M | +17.9% | +13.6% | +4.3% | +3.1% |
| YTD | +17.7% | +12.7% | +5.1% | +4.0% |
| 1Y | +19.1% | +17.5% | +1.6% | +0.7% |
| 3Y | +90.7% | +76.9% | +13.8% | +5.6% |
| 5Y | +89.9% | +83.6% | +6.3% | +1.6% |
| All | +184.2% | +168.9% | +15.3% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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