-22.4%
SE vs SPXU
-7.7%
-14.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +1.0% |
| 7D | -1.5% | -9.4% | +7.9% | -4.5% |
| 30D | -22.3% | +7.4% | -29.8% | -20.0% |
| 3M | -41.8% | +6.2% | -48.0% | -40.1% |
| 6M | -22.4% | -7.2% | -15.2% | -23.1% |
| All | -22.4% | -7.7% | -14.7% | -23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling