+487.4%
EXTR vs SPY
+311.8%
+175.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +2.6% |
| 7D | +16.8% | -0.9% | +17.7% | +18.9% |
| 30D | +13.2% | -2.4% | +15.6% | +18.2% |
| 3M | +11.6% | -1.2% | +12.7% | +14.5% |
| 6M | +9.7% | +3.3% | +6.4% | +5.8% |
| YTD | +60.2% | +12.3% | +47.9% | +35.5% |
| 1Y | +52.1% | +12.4% | +39.6% | +28.3% |
| 3Y | +60.8% | +78.8% | -18.1% | -32.6% |
| 5Y | +133.9% | +75.2% | +58.8% | +2.6% |
| 10Y | +487.4% | +311.1% | +176.3% | -39.2% |
| All | +487.4% | +311.8% | +175.7% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling