+160.8%
EXEL vs SPY
+78.7%
+82.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.0% |
| 7D | +1.4% | +0.5% | +0.8% | +1.1% |
| 30D | +6.7% | -0.9% | +7.6% | +7.1% |
| 3M | +11.5% | +3.9% | +7.6% | +9.4% |
| 6M | +38.8% | +14.5% | +24.3% | +30.0% |
| YTD | +31.6% | +12.9% | +18.7% | +24.0% |
| 1Y | +53.0% | +19.4% | +33.7% | +40.7% |
| 3Y | +160.8% | +78.5% | +82.4% | +117.3% |
| All | +160.8% | +78.7% | +82.1% | +117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling