+178.5%
EXE vs SPYG
+118.5%
+60.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -0.3% | +0.4% | -0.6% | -0.4% |
| 30D | +8.5% | -0.4% | +8.9% | +8.6% |
| 3M | +5.5% | +0.5% | +4.9% | +4.9% |
| 6M | -5.9% | +17.5% | -23.4% | -12.8% |
| YTD | -9.7% | +14.3% | -24.1% | -15.5% |
| 1Y | +3.6% | +21.7% | -18.1% | -6.0% |
| 3Y | +18.0% | +98.6% | -80.6% | -16.5% |
| 5Y | +109.4% | +85.1% | +24.3% | +47.0% |
| All | +178.5% | +118.5% | +60.0% | +89.9% |
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