+90.0%
USXF vs SPY
+81.0%
+9.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | +0.8% | -0.4% | +1.2% | +1.2% |
| 30D | -1.6% | -1.4% | -0.2% | -0.1% |
| 3M | +2.5% | +3.7% | -1.2% | -1.4% |
| 6M | +18.3% | +13.0% | +5.3% | +3.7% |
| YTD | +18.4% | +12.4% | +6.0% | +4.5% |
| 1Y | +22.0% | +18.5% | +3.5% | +1.8% |
| 3Y | +92.5% | +77.6% | +14.9% | +4.6% |
| 5Y | +90.0% | +81.7% | +8.3% | +1.4% |
| All | +90.0% | +81.0% | +9.0% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling