+10.5%
EXLS vs SPY
+9.8%
+0.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +0.8% |
| 7D | +6.1% | -4.7% | +10.8% | +5.6% |
| 30D | +23.2% | -5.9% | +29.1% | +22.6% |
| 3M | +29.5% | -4.5% | +34.0% | +28.9% |
| 6M | +39.5% | +1.8% | +37.7% | +36.9% |
| YTD | +2.8% | +8.3% | -5.6% | -0.7% |
| 1Y | +10.5% | +9.3% | +1.1% | +6.4% |
| All | +10.5% | +9.8% | +0.7% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling