+390.5%
EXLS vs SPY
+312.9%
+77.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.4% |
| 7D | +4.2% | -2.7% | +6.9% | +6.6% |
| 30D | +21.5% | -5.4% | +26.9% | +27.6% |
| 3M | +24.5% | -4.1% | +28.6% | +28.9% |
| 6M | +39.3% | +0.7% | +38.6% | +36.2% |
| YTD | +1.7% | +8.7% | -7.0% | -8.0% |
| 1Y | +11.4% | +10.9% | +0.5% | -1.4% |
| 3Y | +62.3% | +75.0% | -12.7% | -11.4% |
| 5Y | +57.3% | +67.8% | -10.5% | -10.3% |
| All | +390.5% | +312.9% | +77.6% | +29.0% |
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