+50.6%
EXFY vs SPY
+14.6%
+36.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.3% | +1.9% |
| 7D | -4.4% | -0.7% | -3.7% | -3.5% |
| 30D | +1.3% | -1.0% | +2.3% | +2.6% |
| 3M | +23.3% | -0.3% | +23.7% | +24.0% |
| 6M | +112.5% | +7.3% | +105.2% | +98.8% |
| YTD | +57.6% | +13.3% | +44.3% | +40.7% |
| 1Y | +50.6% | +14.8% | +35.8% | +33.6% |
| All | +50.6% | +14.6% | +36.0% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling