+589.4%
SE vs SPXU
-99.2%
+688.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.3% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | -2.5% | +0.8% | -3.3% | -1.9% |
| 3M | +21.7% | -4.7% | +26.4% | +20.4% |
| 6M | +27.0% | -29.6% | +56.6% | +9.8% |
| YTD | -12.1% | -29.9% | +17.7% | -23.6% |
| 1Y | -40.9% | -39.1% | -1.8% | -51.4% |
| 3Y | +191.0% | -80.0% | +271.0% | +60.8% |
| 5Y | -68.3% | -86.0% | +17.8% | -79.9% |
| All | +589.4% | -99.2% | +688.5% | +122.4% |
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