+872.1%
EXLS vs SPY
+709.3%
+162.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.4% |
| 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% | +20.7% |
| 6M | +13.7% | +13.0% | +0.6% | -2.4% |
| YTD | -13.7% | +13.5% | -27.2% | -26.2% |
| 1Y | -17.0% | +20.0% | -37.0% | -33.5% |
| 3Y | +25.0% | +77.2% | -52.2% | -36.6% |
| 5Y | +48.6% | +81.9% | -33.3% | -27.5% |
| 10Y | +252.8% | +314.1% | -61.3% | -35.0% |
| All | +872.1% | +709.3% | +162.9% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling