-50.6%
EXOZ vs SPY
+28.9%
-79.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -4.2% |
| 7D | -5.4% | +0.1% | -5.5% | -5.5% |
| 30D | -18.6% | -3.3% | -15.2% | -17.0% |
| 3M | -16.3% | -2.4% | -13.8% | -15.2% |
| 6M | -55.6% | +2.6% | -58.1% | -56.3% |
| YTD | -60.8% | +11.2% | -72.0% | -63.3% |
| 1Y | -69.5% | +13.4% | -82.9% | -71.6% |
| All | -50.6% | +28.9% | -79.5% | -57.3% |
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