+263.0%
EXK vs SPY
+75.1%
+187.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +2.7% |
| 7D | +8.7% | -2.7% | +11.4% | +14.3% |
| 30D | -5.8% | -5.4% | -0.4% | +4.7% |
| 3M | -11.2% | -4.1% | -7.1% | -3.2% |
| 6M | -15.8% | +0.7% | -16.5% | -14.3% |
| YTD | -16.6% | +8.7% | -25.3% | -23.9% |
| 1Y | +7.1% | +10.9% | -3.8% | -4.4% |
| 3Y | +263.0% | +75.0% | +188.0% | +25.8% |
| All | +263.0% | +75.1% | +187.9% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling