+217.1%
W vs SPXU
-99.5%
+316.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | -1.1% |
| 7D | -7.4% | +1.5% | -8.9% | -5.1% |
| 30D | +7.8% | +6.4% | +1.5% | +15.1% |
| 3M | +10.9% | +4.2% | +6.6% | +17.4% |
| 6M | +86.4% | -7.8% | +94.2% | +88.2% |
| YTD | +14.0% | -27.5% | +41.5% | +1.2% |
| 1Y | +3.5% | -27.1% | +30.7% | -7.1% |
| 3Y | +164.8% | -80.8% | +245.6% | +29.0% |
| 5Y | -53.1% | -84.1% | +31.0% | -67.9% |
| All | +217.1% | -99.5% | +316.6% | -32.9% |
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