-62.1%
W vs SPXU
-86.0%
+23.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +2.1% |
| 7D | +6.5% | -1.5% | +8.0% | +5.1% |
| 30D | -6.2% | +3.7% | -9.9% | -2.7% |
| 3M | +48.9% | -9.6% | +58.4% | +41.0% |
| 6M | +31.2% | -32.4% | +63.6% | -0.5% |
| YTD | -0.4% | -28.7% | +28.2% | -18.9% |
| 1Y | +14.8% | -38.2% | +53.0% | -16.1% |
| 3Y | +40.5% | -80.4% | +120.9% | -47.7% |
| 5Y | -62.1% | -86.0% | +23.9% | -81.9% |
| All | -62.1% | -86.0% | +23.9% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling