-83.4%
EXOD vs SPY
+80.9%
-164.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.4% | -8.7% | -8.7% |
| 7D | +7.9% | +2.6% | +5.3% | +4.9% |
| 30D | -23.5% | -2.0% | -21.5% | -20.7% |
| 3M | -28.6% | -2.8% | -25.8% | -24.8% |
| 6M | -36.4% | +2.1% | -38.5% | -36.1% |
| YTD | -70.3% | +11.5% | -81.8% | -72.4% |
| 1Y | -75.8% | +13.5% | -89.3% | -77.8% |
| 3Y | +75.6% | +77.7% | -2.1% | +5.2% |
| 5Y | -80.0% | +72.6% | -152.7% | -88.5% |
| All | -83.4% | +80.9% | -164.3% | -91.2% |
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