+152.1%
EXE vs SPG
+203.2%
-51.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +1.5% | +2.7% | -1.2% | +0.6% |
| 30D | -0.2% | +16.6% | -16.8% | -5.6% |
| 3M | -9.2% | +8.1% | -17.3% | -11.9% |
| 6M | -7.2% | +19.3% | -26.6% | -13.5% |
| YTD | -18.3% | +31.1% | -49.4% | -26.8% |
| 1Y | -23.6% | +32.8% | -56.4% | -31.9% |
| 3Y | +21.9% | +135.8% | -113.9% | -16.9% |
| 5Y | +73.7% | +85.1% | -11.4% | +26.7% |
| All | +152.1% | +203.2% | -51.1% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling