+1,665.0%
EXC vs SPY
+2,954.7%
-1,289.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -1.2% | -2.7% | +1.5% | +0.3% |
| 30D | +10.0% | -5.4% | +15.3% | +13.4% |
| 3M | +1.6% | -4.1% | +5.7% | +3.9% |
| 6M | +3.3% | +0.7% | +2.6% | +2.2% |
| YTD | +7.6% | +8.7% | -1.1% | +1.3% |
| 1Y | +3.5% | +10.9% | -7.4% | -3.9% |
| 3Y | +27.7% | +75.0% | -47.3% | -12.9% |
| 5Y | +41.1% | +67.8% | -26.7% | -2.3% |
| 10Y | +178.2% | +312.9% | -134.7% | +11.7% |
| All | +1,665.0% | +2,954.7% | -1,289.8% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling