-21.6%
EXTR vs SPY
+821.9%
-843.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.2% |
| 7D | -3.9% | +0.1% | -4.0% | -4.1% |
| 30D | -17.1% | +0.1% | -17.2% | -17.2% |
| 3M | -26.7% | +2.0% | -28.7% | -28.8% |
| 6M | +50.3% | +13.0% | +37.3% | +23.2% |
| YTD | +30.3% | +13.5% | +16.8% | +6.0% |
| 1Y | -3.3% | +20.0% | -23.3% | -28.2% |
| 3Y | -20.0% | +77.2% | -97.2% | -68.5% |
| 5Y | +100.4% | +81.9% | +18.5% | -24.1% |
| 10Y | +457.8% | +314.1% | +143.8% | -42.5% |
| All | -21.6% | +821.9% | -843.5% | -96.8% |
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