+20.3%
EXE vs SPYG
+98.4%
-78.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | -0.4% | -1.7% | +1.3% | +0.1% |
| 3M | +9.5% | +3.6% | +5.8% | +8.0% |
| 6M | -9.3% | +16.6% | -25.9% | -14.4% |
| YTD | -10.9% | +13.4% | -24.3% | -15.1% |
| 1Y | +4.3% | +19.6% | -15.3% | -3.0% |
| All | +20.3% | +98.4% | -78.2% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling