-63.9%
XYZ vs SPXU
-81.8%
+17.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +1.2% |
| 7D | +12.1% | +7.6% | +4.6% | +19.7% |
| 30D | +12.4% | +17.5% | -5.1% | +28.6% |
| 3M | +8.2% | +14.7% | -6.5% | +22.6% |
| 6M | +20.7% | -0.1% | +20.7% | +25.7% |
| YTD | +31.3% | -19.8% | +51.1% | +20.1% |
| 1Y | +20.5% | -23.7% | +44.3% | +6.9% |
| 3Y | +72.6% | -79.5% | +152.1% | -32.5% |
| All | -63.9% | -81.8% | +17.9% | -78.3% |
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