+196.4%
EXOD vs SPY
+80.4%
+116.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | -6.9% | +0.1% | -7.0% | -7.0% |
| 30D | +34.5% | +0.1% | +34.4% | +34.9% |
| 3M | +10.8% | +2.0% | +8.8% | +9.1% |
| 6M | -39.1% | +13.0% | -52.1% | -45.2% |
| YTD | -49.9% | +13.5% | -63.4% | -55.0% |
| 1Y | -69.5% | +20.0% | -89.5% | -73.3% |
| All | +196.4% | +80.4% | +116.0% | +230.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling