+103.6%
EXE vs SPG
+106.4%
-2.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +6.4% | -4.9% | +11.3% | +8.2% |
| 3M | +9.2% | +3.3% | +5.9% | +7.5% |
| 6M | -7.0% | +11.2% | -18.2% | -11.3% |
| YTD | -9.5% | +17.1% | -26.5% | -15.4% |
| 1Y | +6.2% | +21.6% | -15.4% | -2.3% |
| 3Y | +20.7% | +111.9% | -91.1% | -14.6% |
| 5Y | +103.6% | +106.9% | -3.3% | +42.0% |
| All | +103.6% | +106.4% | -2.7% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling