-84.6%
EXOD vs SPY
+79.8%
-164.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -0.4% | -8.6% | -8.5% |
| 7D | -15.7% | -0.6% | -15.1% | -14.4% |
| 30D | -34.3% | -3.7% | -30.6% | -30.5% |
| 3M | -21.5% | -2.7% | -18.8% | -17.3% |
| 6M | -50.1% | +2.2% | -52.3% | -50.0% |
| YTD | -72.4% | +10.8% | -83.2% | -74.2% |
| 1Y | -81.3% | +11.2% | -92.6% | -82.5% |
| 3Y | +36.0% | +76.5% | -40.5% | -17.9% |
| 5Y | -80.6% | +72.9% | -153.5% | -88.9% |
| All | -84.6% | +79.8% | -164.4% | -91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling