-99.5%
SPXU vs EXR
+151.8%
-251.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -1.7% |
| 7D | +2.5% | -1.2% | +3.6% | +1.5% |
| 30D | +4.2% | -6.2% | +10.4% | -1.3% |
| 3M | -9.3% | -7.4% | -1.9% | -15.2% |
| 6M | -30.7% | -0.5% | -30.2% | -30.2% |
| YTD | -28.1% | +8.1% | -36.2% | -21.8% |
| 1Y | -35.2% | -2.9% | -32.4% | -35.7% |
| 3Y | -79.9% | +22.9% | -102.9% | -72.3% |
| 5Y | -86.4% | -10.2% | -76.2% | -83.2% |
| All | -99.5% | +151.8% | -251.3% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling