+300.1%
EXEL vs SPY
+806.9%
-506.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | +8.4% | +0.1% | +8.3% | +8.2% |
| 30D | +4.1% | +0.1% | +4.0% | +4.0% |
| 3M | +12.4% | +2.0% | +10.4% | +9.0% |
| 6M | +41.5% | +13.0% | +28.5% | +19.9% |
| YTD | +34.6% | +13.5% | +21.1% | +13.2% |
| 1Y | +57.9% | +20.0% | +37.9% | +23.2% |
| 3Y | +159.5% | +77.2% | +82.3% | +14.9% |
| 5Y | +198.5% | +81.9% | +116.6% | +21.5% |
| 10Y | +411.4% | +314.1% | +97.3% | -40.5% |
| All | +300.1% | +806.9% | -506.8% | -79.2% |
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