+295.3%
EXG vs SPY
+639.3%
-344.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +1.5% | +0.1% | +1.4% | +1.4% |
| 3M | +7.3% | +2.0% | +5.3% | +5.3% |
| 6M | +10.3% | +13.0% | -2.7% | -1.6% |
| YTD | +10.9% | +13.5% | -2.6% | -1.6% |
| 1Y | +21.4% | +20.0% | +1.5% | +2.3% |
| 3Y | +67.3% | +77.2% | -9.9% | -3.1% |
| 5Y | +44.7% | +81.9% | -37.1% | -19.0% |
| 10Y | +184.1% | +314.1% | -129.9% | -28.3% |
| All | +295.3% | +639.3% | -344.1% | -47.7% |
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