+38.6%
EXPE vs SPXU
-83.3%
+121.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -1.6% |
| 7D | -11.2% | +0.5% | -11.7% | -9.7% |
| 30D | -7.5% | +10.9% | -18.4% | -1.6% |
| 3M | -19.1% | +9.6% | -28.7% | -14.2% |
| 6M | +10.7% | -4.7% | +15.4% | +11.0% |
| YTD | -9.9% | -24.6% | +14.7% | -17.5% |
| 1Y | -4.6% | -24.7% | +20.1% | -12.1% |
| 3Y | +116.8% | -80.0% | +196.8% | +22.6% |
| 5Y | +38.6% | -83.5% | +122.1% | -10.0% |
| All | +38.6% | -83.3% | +121.9% | -10.0% |
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 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