+386.4%
EXEL vs SPY
+788.5%
-402.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.8% | +0.1% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +19.8% | -3.3% | +23.2% | +24.9% |
| 3M | +32.7% | -2.4% | +35.1% | +36.4% |
| 6M | +49.0% | +2.6% | +46.4% | +42.9% |
| YTD | +63.7% | +11.2% | +52.4% | +40.9% |
| 1Y | +75.8% | +13.4% | +62.4% | +47.6% |
| 3Y | +241.3% | +79.9% | +161.4% | +48.0% |
| 5Y | +289.0% | +72.2% | +216.9% | +70.7% |
| 10Y | +377.6% | +307.3% | +70.3% | -43.6% |
| All | +386.4% | +788.5% | -402.1% | -74.1% |
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