+101.4%
EXE vs SPXU
-85.9%
+187.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.3% |
| 7D | -2.7% | +1.3% | -4.0% | -2.4% |
| 30D | -0.4% | +5.1% | -5.5% | +0.8% |
| 3M | +9.5% | -9.1% | +18.6% | +7.4% |
| 6M | -9.3% | -29.6% | +20.2% | -15.8% |
| YTD | -10.9% | -27.7% | +16.8% | -16.6% |
| 1Y | +4.3% | -37.0% | +41.3% | -5.0% |
| 3Y | +18.8% | -80.2% | +99.0% | -13.9% |
| 5Y | +101.4% | -86.0% | +187.4% | +47.4% |
| All | +101.4% | -85.9% | +187.3% | +47.4% |
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