+183.8%
EXC vs SPY
+315.0%
-131.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -1.4% |
| 7D | -1.7% | +0.1% | -1.8% | -1.9% |
| 30D | +9.3% | -3.3% | +12.6% | +11.4% |
| 3M | +1.0% | -2.4% | +3.5% | +2.3% |
| 6M | +5.9% | +2.6% | +3.4% | +3.5% |
| YTD | +7.6% | +11.2% | -3.6% | -0.7% |
| 1Y | +2.4% | +13.4% | -11.0% | -6.8% |
| 3Y | +30.2% | +79.9% | -49.6% | -18.6% |
| 5Y | +41.4% | +72.2% | -30.8% | -9.8% |
| 10Y | +183.8% | +307.3% | -123.6% | -12.3% |
| All | +183.8% | +315.0% | -131.3% | -12.3% |
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