+57.9%
EXEL vs SPY
+20.8%
+37.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +8.4% | +0.1% | +8.3% | +8.3% |
| 30D | +4.1% | +0.1% | +4.0% | +4.0% |
| 3M | +12.4% | +2.0% | +10.4% | +11.2% |
| 6M | +41.5% | +13.0% | +28.5% | +30.2% |
| YTD | +34.6% | +13.5% | +21.1% | +23.2% |
| 1Y | +57.9% | +20.0% | +37.9% | +41.7% |
| All | +57.9% | +20.8% | +37.0% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling