+63.7%
SE vs SPXU
-80.6%
+144.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.7% |
| 7D | -0.5% | -7.6% | +7.1% | -3.8% |
| 30D | -20.9% | +5.3% | -26.3% | -18.3% |
| 3M | -38.9% | +9.6% | -48.5% | -35.5% |
| 6M | -19.4% | -4.5% | -14.9% | -19.2% |
| YTD | -40.9% | -25.9% | -15.0% | -46.0% |
| 1Y | -46.2% | -28.9% | -17.3% | -51.5% |
| 3Y | +63.7% | -80.5% | +144.2% | +84.6% |
| All | +63.7% | -80.6% | +144.3% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling