-100.0%
SPXU vs EXR
+3,481.4%
-3,581.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.4% |
| 7D | -7.6% | -0.4% | -7.1% | -7.9% |
| 30D | +5.3% | +18.2% | -12.9% | +23.9% |
| 3M | +9.6% | +7.3% | +2.3% | +17.8% |
| 6M | -4.5% | +13.8% | -18.4% | +8.5% |
| YTD | -25.9% | +25.9% | -51.8% | -5.6% |
| 1Y | -28.9% | +25.8% | -54.7% | -9.3% |
| 3Y | -80.5% | +53.7% | -134.2% | -65.9% |
| 5Y | -83.4% | -1.8% | -81.6% | -77.6% |
| 10Y | -99.5% | +214.5% | -314.0% | -96.8% |
| All | -100.0% | +3,481.4% | -3,581.4% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling