+386.9%
EXEL vs SPY
+312.5%
+74.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.5% |
| 7D | -0.3% | -0.4% | 0.0% | 0.0% |
| 30D | +10.1% | -1.4% | +11.5% | +11.4% |
| 3M | +10.1% | +3.7% | +6.4% | +6.6% |
| 6M | +37.7% | +13.0% | +24.7% | +23.9% |
| YTD | +33.1% | +12.4% | +20.7% | +20.3% |
| 1Y | +52.4% | +18.5% | +33.8% | +31.6% |
| 3Y | +163.8% | +77.6% | +86.2% | +56.0% |
| 5Y | +198.5% | +81.7% | +116.8% | +70.0% |
| 10Y | +386.9% | +319.7% | +67.2% | -8.0% |
| All | +386.9% | +312.5% | +74.4% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling