-55.7%
EXOZ vs SPY
+29.2%
-84.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.0% |
| 7D | -13.0% | +2.6% | -15.5% | -14.3% |
| 30D | -16.7% | -2.0% | -14.8% | -15.9% |
| 3M | -36.2% | -2.8% | -33.4% | -35.2% |
| 6M | -61.2% | +2.1% | -63.4% | -61.8% |
| YTD | -64.9% | +11.5% | -76.4% | -67.2% |
| 1Y | -76.6% | +13.5% | -90.1% | -78.3% |
| All | -55.7% | +29.2% | -84.9% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling