-18.9%
EXE vs SPG
+34.3%
-53.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.9% | -5.8% | -2.9% |
| 7D | -4.7% | +8.2% | -12.8% | -4.7% |
| 30D | +1.0% | +13.5% | -12.4% | +0.9% |
| 3M | -5.6% | +2.2% | -7.9% | -5.8% |
| 6M | -12.3% | +15.9% | -28.2% | -13.2% |
| YTD | -19.5% | +27.6% | -47.1% | -22.0% |
| 1Y | -18.9% | +30.9% | -49.8% | -22.6% |
| All | -18.9% | +34.3% | -53.1% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling