+150.1%
EXE vs SPY
+106.5%
+43.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | -2.2% | -0.6% | -1.6% | -1.9% |
| 30D | -0.3% | -3.7% | +3.4% | +1.9% |
| 3M | -9.3% | -2.7% | -6.6% | -7.9% |
| 6M | -7.2% | +2.2% | -9.4% | -9.1% |
| YTD | -18.9% | +10.8% | -29.7% | -25.2% |
| 1Y | -21.7% | +11.2% | -32.9% | -28.0% |
| 3Y | +21.0% | +76.5% | -55.5% | -22.4% |
| 5Y | +76.0% | +72.9% | +3.0% | +12.2% |
| All | +150.1% | +106.5% | +43.6% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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