+163.6%
W vs SPXU
-99.8%
+263.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.3% | +3.4% |
| 7D | -4.2% | -0.1% | -4.1% | -4.1% |
| 30D | -7.6% | +0.8% | -8.4% | -6.8% |
| 3M | +37.2% | -4.7% | +41.9% | +37.3% |
| 6M | +26.3% | -29.6% | +55.9% | +6.5% |
| YTD | -1.0% | -29.9% | +28.9% | -15.2% |
| 1Y | +20.1% | -39.1% | +59.2% | -4.6% |
| 3Y | +37.8% | -80.0% | +117.8% | -27.3% |
| 5Y | -63.7% | -86.0% | +22.4% | -76.2% |
| 10Y | +156.3% | -99.5% | +255.9% | -41.9% |
| All | +163.6% | -99.8% | +263.4% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling