+25.4%
EXLS vs SPY
+77.4%
-52.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.6% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | +8.8% | +0.1% | +8.7% | +8.7% |
| 3M | +24.7% | +2.0% | +22.7% | +22.7% |
| 6M | +13.7% | +13.0% | +0.6% | +3.0% |
| YTD | -13.7% | +13.5% | -27.2% | -21.9% |
| 1Y | -17.0% | +20.0% | -37.0% | -28.4% |
| All | +25.4% | +77.4% | -52.0% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling