+285.6%
EXG vs SPY
+624.3%
-338.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | -0.4% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +2.0% | -3.3% | +5.3% | +5.2% |
| 3M | -1.8% | -2.4% | +0.6% | +0.4% |
| 6M | +5.3% | +2.6% | +2.7% | +2.7% |
| YTD | +8.2% | +11.2% | -3.1% | -2.2% |
| 1Y | +14.4% | +13.4% | +1.0% | +1.6% |
| 3Y | +75.4% | +79.9% | -4.5% | 0.0% |
| 5Y | +40.8% | +72.2% | -31.4% | -17.1% |
| 10Y | +198.5% | +307.3% | -108.9% | -23.6% |
| All | +285.6% | +624.3% | -338.8% | -48.0% |
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