+150.1%
EXE vs SPG
+202.9%
-52.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.1% |
| 7D | -2.2% | +5.6% | -7.8% | -4.1% |
| 30D | -0.3% | +17.6% | -17.9% | -6.0% |
| 3M | -9.3% | +7.5% | -16.8% | -11.8% |
| 6M | -7.2% | +18.5% | -25.8% | -13.3% |
| YTD | -18.9% | +30.9% | -49.8% | -27.4% |
| 1Y | -21.7% | +34.1% | -55.8% | -30.5% |
| 3Y | +21.0% | +135.5% | -114.5% | -17.5% |
| 5Y | +76.0% | +86.5% | -10.6% | +27.9% |
| All | +150.1% | +202.9% | -52.7% | +52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling