+152.3%
W vs SPXU
-99.5%
+251.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -1.3% |
| 7D | +0.5% | +6.4% | -5.9% | +5.0% |
| 30D | -5.6% | +5.9% | -11.5% | -1.3% |
| 3M | +41.9% | -11.7% | +53.6% | +33.9% |
| 6M | +30.2% | -28.7% | +58.9% | +9.4% |
| YTD | -2.9% | -26.4% | +23.4% | -14.9% |
| 1Y | +11.6% | -35.2% | +46.8% | -8.9% |
| 3Y | +37.0% | -79.8% | +116.8% | -30.9% |
| 5Y | -62.8% | -86.1% | +23.2% | -76.6% |
| All | +152.3% | -99.5% | +251.9% | -54.2% |
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