-79.8%
EXOD vs SPY
+14.6%
-94.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -8.6% |
| 7D | -19.6% | -0.7% | -18.9% | -17.6% |
| 30D | -31.7% | -1.0% | -30.6% | -28.9% |
| 3M | -14.0% | -0.3% | -13.6% | -11.1% |
| 6M | -40.9% | +7.3% | -48.2% | -51.9% |
| YTD | -68.4% | +13.3% | -81.7% | -78.1% |
| 1Y | -79.8% | +14.8% | -94.6% | -86.5% |
| All | -79.8% | +14.6% | -94.4% | -86.5% |
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 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