+1,172.5%
EXPE vs SPXU
-100.0%
+1,272.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.9% |
| 7D | -4.2% | -9.4% | +5.2% | -7.9% |
| 30D | -4.5% | +7.4% | -12.0% | -0.3% |
| 3M | -19.7% | +6.2% | -25.9% | -16.3% |
| 6M | +18.3% | -7.2% | +25.5% | +17.4% |
| YTD | -7.3% | -26.8% | +19.4% | -15.2% |
| 1Y | -3.9% | -26.3% | +22.4% | -11.2% |
| 3Y | +123.0% | -80.6% | +203.6% | +35.1% |
| 5Y | +47.9% | -83.6% | +131.5% | +4.0% |
| 10Y | +126.5% | -99.5% | +226.0% | -38.7% |
| All | +1,172.5% | -100.0% | +1,272.5% | -11.0% |
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 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