+91.1%
EXPE vs SPXU
-86.0%
+177.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.7% | -9.6% | -7.1% |
| 7D | -9.8% | -1.5% | -8.3% | -10.3% |
| 30D | -11.5% | +3.7% | -15.2% | -9.9% |
| 3M | +21.7% | -9.6% | +31.3% | +17.2% |
| 6M | +10.4% | -32.4% | +42.7% | -6.1% |
| YTD | -2.5% | -28.7% | +26.2% | -14.2% |
| 1Y | +27.3% | -38.2% | +65.6% | +6.2% |
| 3Y | +153.5% | -80.4% | +234.0% | +42.8% |
| 5Y | +91.1% | -86.0% | +177.1% | +18.5% |
| All | +91.1% | -86.0% | +177.1% | +18.5% |
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