+400.2%
EXLS vs SPY
+315.0%
+85.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -1.9% | -1.8% |
| 7D | +1.9% | +0.1% | +1.8% | +1.5% |
| 30D | +17.8% | -3.3% | +21.1% | +21.1% |
| 3M | +24.2% | -2.4% | +26.6% | +26.5% |
| 6M | +39.4% | +2.6% | +36.9% | +33.9% |
| YTD | +2.1% | +11.2% | -9.1% | -9.7% |
| 1Y | +9.6% | +13.4% | -3.8% | -5.1% |
| 3Y | +62.4% | +79.9% | -17.5% | -13.8% |
| 5Y | +59.7% | +72.2% | -12.5% | -11.2% |
| 10Y | +400.2% | +307.3% | +92.9% | +22.0% |
| All | +400.2% | +315.0% | +85.2% | +22.0% |
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