+98.0%
EXK vs SPY
+746.6%
-648.6%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.6% |
| 7D | +3.7% | -0.9% | +4.6% | +4.7% |
| 30D | -4.9% | -2.4% | -2.6% | -2.3% |
| 3M | -23.3% | -1.2% | -22.2% | -21.9% |
| 6M | -28.3% | +3.3% | -31.6% | -29.1% |
| YTD | -13.6% | +12.3% | -25.9% | -20.0% |
| 1Y | +4.0% | +12.4% | -8.5% | -3.5% |
| 3Y | +320.7% | +78.8% | +241.9% | +165.6% |
| 5Y | +40.2% | +75.2% | -34.9% | -9.6% |
| 10Y | +117.1% | +311.1% | -194.0% | -33.0% |
| All | +98.0% | +746.6% | -648.6% | -69.2% |
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