+169.7%
EXE vs SPYG
+116.5%
+53.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.4% |
| 7D | -3.1% | -0.9% | -2.3% | -2.8% |
| 30D | -0.9% | -1.5% | +0.6% | -0.4% |
| 3M | +9.6% | +3.7% | +5.8% | +7.6% |
| 6M | -11.6% | +16.4% | -28.0% | -17.8% |
| YTD | -12.6% | +13.3% | -25.9% | -17.9% |
| 1Y | +1.2% | +17.9% | -16.7% | -6.8% |
| 3Y | +18.0% | +98.3% | -80.3% | -16.5% |
| 5Y | +101.1% | +86.4% | +14.7% | +41.1% |
| All | +169.7% | +116.5% | +53.2% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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