+331.4%
EXK vs SPY
+78.7%
+252.7%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +1.1% |
| 7D | +8.7% | +0.5% | +8.1% | +7.8% |
| 30D | +16.7% | -0.9% | +17.6% | +18.8% |
| 3M | +38.4% | +3.9% | +34.5% | +31.0% |
| 6M | -0.4% | +14.5% | -15.0% | -18.1% |
| YTD | +18.4% | +12.9% | +5.5% | +0.5% |
| 1Y | +85.2% | +19.4% | +65.8% | +46.3% |
| 3Y | +331.4% | +78.5% | +252.9% | +92.0% |
| All | +331.4% | +78.7% | +252.7% | +92.0% |
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