+49.9%
EXLS vs SPY
+82.0%
-32.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.5% |
| 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% | +21.9% |
| 6M | +13.7% | +13.0% | +0.6% | +1.1% |
| YTD | -13.7% | +13.5% | -27.2% | -23.4% |
| 1Y | -17.0% | +20.0% | -37.0% | -30.1% |
| 3Y | +25.0% | +77.2% | -52.2% | -27.9% |
| All | +49.9% | +82.0% | -32.2% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling