+178.5%
EXE vs SPXU
-91.6%
+270.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -0.9% |
| 7D | -0.3% | -0.1% | -0.1% | -0.3% |
| 30D | +8.5% | +0.8% | +7.6% | +8.7% |
| 3M | +5.5% | -4.7% | +10.2% | +4.7% |
| 6M | -5.9% | -29.6% | +23.7% | -12.6% |
| YTD | -9.7% | -29.9% | +20.2% | -16.1% |
| 1Y | +3.6% | -39.1% | +42.7% | -6.5% |
| 3Y | +18.0% | -80.0% | +98.0% | -14.1% |
| 5Y | +109.4% | -86.0% | +195.5% | +53.3% |
| All | +178.5% | -91.6% | +270.1% | +88.9% |
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