-76.4%
EXOD vs SPY
+18.8%
-95.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -0.5% | -14.6% | -13.7% |
| 7D | -12.0% | -0.4% | -11.7% | -10.9% |
| 30D | +21.2% | -1.4% | +22.5% | +27.5% |
| 3M | +4.5% | +3.7% | +0.8% | -6.1% |
| 6M | -41.8% | +13.0% | -54.8% | -59.2% |
| YTD | -57.4% | +12.4% | -69.8% | -69.9% |
| 1Y | -76.4% | +18.5% | -95.0% | -85.7% |
| All | -76.4% | +18.8% | -95.2% | -85.7% |
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