+196.7%
EXC vs SPY
+307.0%
-110.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | +1.4% | +2.6% | -1.2% | -0.3% |
| 30D | +8.6% | -2.0% | +10.5% | +9.6% |
| 3M | +2.4% | -2.8% | +5.2% | +3.9% |
| 6M | +6.5% | +2.1% | +4.3% | +4.3% |
| YTD | +9.0% | +11.5% | -2.4% | +0.5% |
| 1Y | +4.6% | +13.5% | -8.9% | -4.9% |
| 3Y | +33.5% | +77.7% | -44.2% | -15.7% |
| 5Y | +41.4% | +72.6% | -31.2% | -10.0% |
| All | +196.7% | +307.0% | -110.3% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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