-24.2%
EXE vs SPG
+33.4%
-57.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.3% |
| 7D | -2.2% | +5.6% | -7.8% | -2.1% |
| 30D | -0.3% | +17.6% | -17.9% | -0.2% |
| 3M | -9.3% | +7.5% | -16.8% | -9.4% |
| 6M | -7.2% | +18.5% | -25.8% | -7.9% |
| YTD | -18.9% | +30.9% | -49.8% | -20.9% |
| All | -24.2% | +33.4% | -57.6% | -26.6% |
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