+378.8%
EXLS vs SPY
+308.5%
+70.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | -1.2% | +3.3% | -4.5% | -4.2% |
| 30D | +15.9% | -2.7% | +18.5% | +18.4% |
| 3M | +25.5% | -1.7% | +27.3% | +27.0% |
| 6M | +45.0% | +3.1% | +41.9% | +38.6% |
| YTD | +1.6% | +11.9% | -10.3% | -10.7% |
| 1Y | +9.1% | +12.0% | -2.9% | -4.3% |
| 3Y | +60.5% | +78.2% | -17.7% | -13.9% |
| 5Y | +58.1% | +73.2% | -15.1% | -12.6% |
| All | +378.8% | +308.5% | +70.3% | +13.0% |
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 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