+419.6%
EXI vs SPY
+712.7%
-293.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.5% | +1.5% |
| 7D | 0.0% | +0.1% | 0.0% | -0.1% |
| 30D | -0.4% | -3.3% | +2.9% | +2.9% |
| 3M | -7.9% | -2.4% | -5.5% | -5.7% |
| 6M | -3.6% | +2.6% | -6.2% | -6.0% |
| YTD | +8.4% | +11.2% | -2.8% | -2.1% |
| 1Y | +10.7% | +13.4% | -2.7% | -1.9% |
| 3Y | +74.9% | +79.9% | -5.0% | -2.2% |
| 5Y | +62.6% | +72.2% | -9.6% | -5.9% |
| 10Y | +201.3% | +307.3% | -106.0% | -27.7% |
| All | +419.6% | +712.7% | -293.1% | -34.2% |
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