-81.3%
EXOD vs SPY
+11.9%
-93.3%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -0.4% | -8.6% | -7.7% |
| 7D | -15.7% | -0.6% | -15.1% | -13.0% |
| 30D | -34.3% | -3.7% | -30.6% | -24.2% |
| 3M | -21.5% | -2.7% | -18.8% | -10.9% |
| 6M | -50.1% | +2.2% | -52.3% | -51.4% |
| YTD | -72.4% | +10.8% | -83.2% | -79.2% |
| 1Y | -81.3% | +11.2% | -92.6% | -86.0% |
| All | -81.3% | +11.9% | -93.3% | -86.0% |
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