-80.5%
SPXU vs EXR
+53.5%
-134.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.3% |
| 7D | -7.6% | -0.4% | -7.1% | -7.8% |
| 30D | +5.3% | +18.2% | -12.9% | +16.0% |
| 3M | +9.6% | +7.3% | +2.3% | +14.4% |
| 6M | -4.5% | +13.8% | -18.4% | +3.3% |
| YTD | -25.9% | +25.9% | -51.8% | -13.3% |
| 1Y | -28.9% | +25.8% | -54.7% | -16.7% |
| 3Y | -80.5% | +53.7% | -134.2% | -72.3% |
| All | -80.5% | +53.5% | -134.0% | -72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling