+124.8%
EXK vs SPY
+312.5%
-187.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.7% |
| 7D | +0.2% | -0.4% | +0.5% | +0.6% |
| 30D | +8.9% | -1.4% | +10.3% | +10.6% |
| 3M | +42.4% | +3.7% | +38.7% | +38.2% |
| 6M | -1.0% | +13.0% | -14.0% | -10.7% |
| YTD | +18.6% | +12.4% | +6.2% | +8.2% |
| 1Y | +89.3% | +18.5% | +70.8% | +65.2% |
| 3Y | +332.2% | +77.6% | +254.5% | +167.5% |
| 5Y | +139.8% | +81.7% | +58.1% | +45.1% |
| 10Y | +124.8% | +319.7% | -194.9% | -38.4% |
| All | +124.8% | +312.5% | -187.7% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling