+178.5%
EXE vs SPY
+111.5%
+67.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +8.5% | +0.1% | +8.4% | +8.4% |
| 3M | +5.5% | +2.0% | +3.5% | +3.8% |
| 6M | -5.9% | +13.0% | -18.9% | -13.9% |
| YTD | -9.7% | +13.5% | -23.3% | -17.9% |
| 1Y | +3.6% | +20.0% | -16.4% | -9.5% |
| 3Y | +18.0% | +77.2% | -59.2% | -24.1% |
| 5Y | +109.4% | +81.9% | +27.5% | +29.3% |
| All | +178.5% | +111.5% | +67.0% | +59.4% |
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