+91.2%
EXK vs SPY
+719.3%
-628.1%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.0% |
| 7D | +8.7% | -2.7% | +11.4% | +11.7% |
| 30D | -5.8% | -5.4% | -0.4% | -0.3% |
| 3M | -11.2% | -4.1% | -7.1% | -7.0% |
| 6M | -15.8% | +0.7% | -16.5% | -14.8% |
| YTD | -16.6% | +8.7% | -25.3% | -20.4% |
| 1Y | +7.1% | +10.9% | -3.8% | +0.9% |
| 3Y | +263.0% | +75.0% | +188.0% | +133.8% |
| 5Y | +50.5% | +67.8% | -17.3% | +0.8% |
| 10Y | +61.6% | +312.9% | -251.2% | -50.3% |
| All | +91.2% | +719.3% | -628.1% | -69.4% |
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 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