+46.5%
EXC vs SPXU
-86.1%
+132.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.9% |
| 7D | +1.2% | -1.5% | +2.7% | +1.1% |
| 30D | -2.7% | +3.7% | -6.4% | -2.3% |
| 3M | -1.0% | -9.6% | +8.6% | -1.8% |
| 6M | -9.3% | -32.4% | +23.1% | -12.7% |
| YTD | +3.6% | -28.7% | +32.3% | +0.4% |
| 1Y | +5.9% | -38.2% | +44.1% | +1.0% |
| 3Y | +21.3% | -80.4% | +101.7% | -0.1% |
| All | +46.5% | -86.1% | +132.6% | +18.3% |
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