+153.4%
EXE vs SPYG
+106.3%
+47.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | +5.3% | +2.3% | +3.0% | +4.4% |
| 30D | -2.2% | -6.5% | +4.3% | +0.2% |
| 3M | -5.9% | -6.8% | +1.0% | -3.5% |
| 6M | -5.7% | -3.1% | -2.6% | -5.2% |
| YTD | -17.8% | +8.0% | -25.8% | -21.5% |
| 1Y | -23.1% | +10.2% | -33.4% | -27.3% |
| 3Y | +21.2% | +91.0% | -69.8% | -13.2% |
| 5Y | +78.8% | +67.7% | +11.1% | +29.4% |
| All | +153.4% | +106.3% | +47.1% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling