+144.5%
EXE vs SPG
+201.0%
-56.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.9% |
| 7D | -3.9% | +5.1% | -9.0% | -5.6% |
| 30D | -2.6% | +16.8% | -19.4% | -7.9% |
| 3M | -6.9% | +5.7% | -12.5% | -8.8% |
| 6M | -9.3% | +17.8% | -27.1% | -15.1% |
| YTD | -20.7% | +30.1% | -50.8% | -28.8% |
| 1Y | -21.8% | +32.8% | -54.6% | -30.4% |
| 3Y | +16.2% | +137.2% | -121.0% | -21.1% |
| 5Y | +61.1% | +81.5% | -20.4% | +18.5% |
| All | +144.5% | +201.0% | -56.5% | +48.9% |
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