+151.4%
EXE vs SPXU
-91.2%
+242.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.1% |
| 7D | +3.6% | -9.4% | +12.9% | +1.5% |
| 30D | -4.3% | +7.4% | -11.8% | -2.5% |
| 3M | -7.7% | +6.2% | -13.8% | -6.0% |
| 6M | -7.2% | -7.2% | 0.0% | -8.1% |
| YTD | -18.5% | -26.8% | +8.3% | -23.2% |
| 1Y | -24.4% | -26.3% | +1.9% | -28.5% |
| 3Y | +21.6% | -80.6% | +102.2% | -12.5% |
| 5Y | +77.3% | -83.6% | +160.9% | +35.0% |
| All | +151.4% | -91.2% | +242.6% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling