-67.0%
SE vs SPXU
-86.0%
+19.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +2.1% |
| 7D | +0.6% | -1.5% | +2.1% | -0.3% |
| 30D | -0.1% | +3.7% | -3.8% | +2.3% |
| 3M | +34.1% | -9.6% | +43.7% | +27.4% |
| 6M | +23.2% | -32.4% | +55.6% | -0.2% |
| YTD | -11.2% | -28.7% | +17.5% | -24.9% |
| 1Y | -40.5% | -38.2% | -2.3% | -53.4% |
| 3Y | +196.3% | -80.4% | +276.7% | +28.4% |
| 5Y | -67.0% | -86.0% | +19.0% | -82.3% |
| All | -67.0% | -86.0% | +19.0% | -82.3% |
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