+175.5%
EXE vs SPXU
-91.2%
+266.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.6% | +0.7% |
| 7D | -2.2% | +6.4% | -8.6% | -0.9% |
| 30D | -0.8% | +5.9% | -6.8% | +0.5% |
| 3M | +10.0% | -11.7% | +21.7% | +7.2% |
| 6M | -6.3% | -28.7% | +22.4% | -12.8% |
| YTD | -10.7% | -26.4% | +15.7% | -16.1% |
| 1Y | +2.7% | -35.2% | +37.9% | -6.0% |
| 3Y | +19.1% | -79.8% | +98.9% | -13.3% |
| 5Y | +105.4% | -86.1% | +191.5% | +50.1% |
| All | +175.5% | -91.2% | +266.7% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling