+20.5%
EXC vs SPXU
-81.1%
+101.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -3.7% | +0.8% | -4.5% | -3.7% |
| 3M | -1.3% | -4.7% | +3.4% | -1.2% |
| 6M | -9.7% | -29.6% | +19.9% | -10.1% |
| YTD | +2.9% | -29.9% | +32.8% | +2.4% |
| 1Y | +4.4% | -39.1% | +43.5% | +3.5% |
| All | +20.5% | -81.1% | +101.5% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling