+1,057.4%
EXLS vs SPY
+672.1%
+385.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +6.0% |
| 7D | +6.1% | -4.7% | +10.8% | +11.5% |
| 30D | +23.2% | -5.9% | +29.1% | +31.0% |
| 3M | +29.5% | -4.5% | +34.0% | +35.5% |
| 6M | +39.5% | +1.8% | +37.7% | +34.2% |
| YTD | +2.8% | +8.3% | -5.6% | -8.0% |
| 1Y | +10.5% | +9.3% | +1.1% | -2.2% |
| 3Y | +63.6% | +74.9% | -11.3% | -16.5% |
| 5Y | +59.0% | +67.3% | -8.3% | -15.1% |
| 10Y | +399.2% | +311.6% | +87.6% | -8.3% |
| All | +1,057.4% | +672.1% | +385.3% | +13.5% |
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