+1,352.8%
EXPE vs SPXU
-100.0%
+1,452.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.2% |
| 7D | -9.5% | -0.1% | -9.4% | -9.5% |
| 30D | -6.6% | +0.8% | -7.5% | -6.2% |
| 3M | +31.4% | -4.7% | +36.1% | +29.8% |
| 6M | +35.2% | -29.6% | +64.8% | +18.7% |
| YTD | +5.8% | -29.9% | +35.7% | -6.3% |
| 1Y | +38.7% | -39.1% | +77.8% | +17.1% |
| 3Y | +175.8% | -80.0% | +255.8% | +68.5% |
| 5Y | +111.8% | -86.0% | +197.9% | +38.0% |
| 10Y | +179.7% | -99.5% | +279.2% | -26.6% |
| All | +1,352.8% | -100.0% | +1,452.8% | -1.7% |
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