-9.7%
EXC vs SPXU
-30.7%
+21.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.2% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -3.7% | +0.8% | -4.5% | -3.8% |
| 3M | -1.3% | -4.7% | +3.4% | -0.7% |
| 6M | -9.7% | -29.6% | +19.9% | -8.9% |
| All | -9.7% | -30.7% | +21.0% | -8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling