-15.6%
EXTR vs SPY
+78.7%
-94.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.6% |
| 7D | -0.6% | +0.5% | -1.1% | -1.4% |
| 30D | -9.7% | -0.9% | -8.7% | -8.4% |
| 3M | -26.8% | +3.9% | -30.7% | -30.5% |
| 6M | +54.9% | +14.5% | +40.3% | +28.2% |
| YTD | +30.0% | +12.9% | +17.1% | +9.9% |
| 1Y | 0.0% | +19.4% | -19.4% | -22.1% |
| 3Y | -15.6% | +78.5% | -94.0% | -56.9% |
| All | -15.6% | +78.7% | -94.3% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling