+463.3%
EXTR vs SPY
+312.5%
+150.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.2% |
| 7D | -2.5% | -0.4% | -2.1% | -2.0% |
| 30D | -8.8% | -1.4% | -7.5% | -6.8% |
| 3M | -25.3% | +3.7% | -29.0% | -29.2% |
| 6M | +53.0% | +13.0% | +40.0% | +27.2% |
| YTD | +28.9% | +12.4% | +16.5% | +8.1% |
| 1Y | -2.8% | +18.5% | -21.3% | -24.9% |
| 3Y | -16.3% | +77.6% | -93.9% | -64.9% |
| 5Y | +109.2% | +81.7% | +27.5% | -14.0% |
| 10Y | +463.3% | +319.7% | +143.6% | -31.9% |
| All | +463.3% | +312.5% | +150.7% | -31.9% |
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