-53.8%
EXOZ vs SPY
+29.7%
-83.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.7% | +3.3% | -6.0% | -4.5% |
| 30D | -12.9% | -2.7% | -10.2% | -11.5% |
| 3M | -30.6% | -1.7% | -28.8% | -30.0% |
| 6M | -59.5% | +3.1% | -62.6% | -60.3% |
| YTD | -63.3% | +11.9% | -75.2% | -65.8% |
| 1Y | -75.8% | +12.0% | -87.7% | -77.4% |
| All | -53.8% | +29.7% | -83.4% | -60.2% |
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