+178.5%
EXE vs SPG
+167.7%
+10.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -0.3% | -2.4% | +2.1% | +0.6% |
| 30D | +8.5% | -6.8% | +15.3% | +11.2% |
| 3M | +5.5% | +2.7% | +2.8% | +4.0% |
| 6M | -5.9% | +5.5% | -11.4% | -8.5% |
| YTD | -9.7% | +15.7% | -25.4% | -15.4% |
| 1Y | +3.6% | +20.9% | -17.3% | -4.6% |
| 3Y | +18.0% | +112.4% | -94.3% | -16.6% |
| 5Y | +109.4% | +101.4% | +8.1% | +46.6% |
| All | +178.5% | +167.7% | +10.8% | +77.1% |
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