-58.3%
EXOZ vs SPY
+1.5%
-59.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.3% | +6.7% | +6.9% |
| 7D | +6.5% | -2.7% | +9.2% | +8.5% |
| 30D | -20.6% | -5.4% | -15.2% | -17.1% |
| 3M | -14.8% | -4.1% | -10.7% | -12.8% |
| 6M | -58.3% | +0.7% | -59.0% | -60.4% |
| All | -58.3% | +1.5% | -59.7% | -60.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling