-86.0%
SPXU vs EXR
-13.9%
-72.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | -0.7% |
| 7D | +1.3% | -3.1% | +4.3% | -1.2% |
| 30D | +5.1% | -7.5% | +12.6% | -1.2% |
| 3M | -9.1% | -7.5% | -1.6% | -14.8% |
| 6M | -29.6% | -5.2% | -24.4% | -31.7% |
| YTD | -27.7% | +6.5% | -34.2% | -22.3% |
| 1Y | -37.0% | -2.0% | -34.9% | -36.7% |
| 3Y | -80.2% | +21.5% | -101.7% | -72.6% |
| 5Y | -86.0% | -11.5% | -74.5% | -84.1% |
| All | -86.0% | -13.9% | -72.1% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling