-100.0%
SPXU vs EXR
+3,009.9%
-3,109.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +0.1% |
| 7D | -0.1% | -2.6% | +2.4% | -2.5% |
| 30D | +0.8% | -7.2% | +8.0% | -6.1% |
| 3M | -4.7% | -3.5% | -1.2% | -8.2% |
| 6M | -29.6% | -5.3% | -24.3% | -32.5% |
| YTD | -29.9% | +9.4% | -39.2% | -22.3% |
| 1Y | -39.1% | +1.3% | -40.4% | -37.2% |
| 3Y | -80.0% | +22.4% | -102.4% | -72.0% |
| 5Y | -86.0% | -12.2% | -73.8% | -83.1% |
| 10Y | -99.5% | +148.6% | -248.1% | -97.7% |
| All | -100.0% | +3,009.9% | -3,109.9% | -99.0% |
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