-84.6%
EXOD vs SPY
+76.3%
-161.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.5% |
| 7D | -21.0% | -2.7% | -18.3% | -17.8% |
| 30D | -37.4% | -5.4% | -32.0% | -32.5% |
| 3M | -23.6% | -4.1% | -19.5% | -18.3% |
| 6M | -50.2% | +0.7% | -51.0% | -49.2% |
| YTD | -72.5% | +8.7% | -81.2% | -73.7% |
| 1Y | -81.0% | +10.9% | -91.9% | -82.1% |
| 3Y | -3.1% | +75.0% | -78.1% | -40.5% |
| 5Y | -75.3% | +67.8% | -143.1% | -85.3% |
| All | -84.6% | +76.3% | -161.0% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling