+442.6%
EXI vs SPY
+729.6%
-287.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -1.1% | +0.1% | -1.3% | -1.2% |
| 30D | -3.8% | +0.1% | -3.9% | -3.9% |
| 3M | +1.3% | +2.0% | -0.7% | -0.6% |
| 6M | +1.2% | +13.0% | -11.8% | -10.0% |
| YTD | +13.2% | +13.5% | -0.3% | +0.2% |
| 1Y | +18.4% | +20.0% | -1.6% | -0.7% |
| 3Y | +71.9% | +77.2% | -5.3% | -2.4% |
| 5Y | +70.7% | +81.9% | -11.2% | -6.5% |
| 10Y | +212.9% | +314.1% | -101.1% | -26.1% |
| All | +442.6% | +729.6% | -287.0% | -32.7% |
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