+101.6%
EXK vs SPY
+307.0%
-205.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.8% |
| 7D | -2.3% | +2.6% | -4.9% | -4.8% |
| 30D | -2.2% | -2.0% | -0.2% | +0.3% |
| 3M | -25.7% | -2.8% | -22.9% | -22.9% |
| 6M | -32.1% | +2.1% | -34.2% | -32.2% |
| YTD | -18.5% | +11.5% | -30.0% | -24.5% |
| 1Y | -2.7% | +13.5% | -16.1% | -10.9% |
| 3Y | +294.8% | +77.7% | +217.1% | +148.0% |
| 5Y | +31.6% | +72.6% | -41.0% | -16.0% |
| All | +101.6% | +307.0% | -205.4% | -30.4% |
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