+169.7%
EXE vs SPMO
+184.4%
-14.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -3.1% | -0.9% | -2.2% | -2.7% |
| 30D | -0.9% | -1.9% | +1.0% | -0.2% |
| 3M | +9.6% | -1.4% | +10.9% | +9.1% |
| 6M | -11.6% | +25.5% | -37.1% | -24.2% |
| YTD | -12.6% | +24.8% | -37.4% | -25.0% |
| 1Y | +1.2% | +24.5% | -23.3% | -13.2% |
| 3Y | +18.0% | +157.1% | -139.1% | -41.3% |
| 5Y | +101.1% | +149.5% | -48.4% | -1.3% |
| All | +169.7% | +184.4% | -14.7% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling