+577.6%
XYZ vs SPXU
-99.6%
+677.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.0% | +10.6% | -0.8% |
| 7D | +14.9% | -1.5% | +16.4% | +15.2% |
| 30D | +14.7% | +9.7% | +5.0% | +23.2% |
| 3M | +12.1% | +8.4% | +3.7% | +20.6% |
| 6M | +18.3% | -5.7% | +24.1% | +18.6% |
| YTD | +36.1% | -25.4% | +61.5% | +21.8% |
| 1Y | +35.3% | -28.9% | +64.2% | +18.5% |
| 3Y | +73.5% | -81.2% | +154.7% | -17.7% |
| 5Y | -61.6% | -83.3% | +21.7% | -74.2% |
| 10Y | +638.0% | -99.5% | +737.5% | +65.4% |
| All | +577.6% | -99.6% | +677.2% | +35.8% |
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