-47.4%
EXOZ vs SPY
+19.4%
-66.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.3% | -7.2% |
| 7D | -2.9% | +0.5% | -3.5% | -3.5% |
| 30D | +23.6% | -0.9% | +24.5% | +25.0% |
| 3M | -26.8% | +3.9% | -30.7% | -30.1% |
| 6M | -13.7% | +14.5% | -28.2% | -27.2% |
| YTD | -42.1% | +12.9% | -55.0% | -51.2% |
| 1Y | -47.4% | +19.4% | -66.8% | -60.6% |
| All | -47.4% | +19.4% | -66.8% | -60.6% |
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 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