-20.8%
EXOZ vs SPY
+31.6%
-52.4%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | +25.9% | +0.1% | +25.9% | +25.8% |
| 3M | -26.7% | +2.0% | -28.7% | -27.7% |
| 6M | -3.4% | +13.0% | -16.4% | -10.2% |
| YTD | -37.2% | +13.5% | -50.7% | -41.8% |
| 1Y | -35.2% | +20.0% | -55.2% | -41.2% |
| All | -20.8% | +31.6% | -52.4% | -32.3% |
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