+379.3%
EXEL vs SPY
+796.9%
-417.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -1.5% |
| 7D | -2.8% | -0.9% | -1.9% | -1.6% |
| 30D | +18.2% | -2.4% | +20.5% | +21.6% |
| 3M | +37.7% | -1.2% | +38.9% | +39.2% |
| 6M | +42.2% | +3.3% | +38.9% | +35.1% |
| YTD | +61.3% | +12.3% | +49.0% | +37.2% |
| 1Y | +64.5% | +12.4% | +52.0% | +39.6% |
| 3Y | +236.7% | +78.8% | +157.9% | +47.3% |
| 5Y | +296.3% | +75.2% | +221.1% | +69.9% |
| 10Y | +331.1% | +311.1% | +20.0% | -49.7% |
| All | +379.3% | +796.9% | -417.6% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling