-1.8%
EXTR vs SPY
+808.5%
-810.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.5% |
| 7D | +29.1% | +3.3% | +25.8% | +22.7% |
| 30D | +15.7% | -2.7% | +18.4% | +21.8% |
| 3M | +11.3% | -1.7% | +13.0% | +15.5% |
| 6M | +19.3% | +3.1% | +16.2% | +15.0% |
| YTD | +63.2% | +11.9% | +51.3% | +37.0% |
| 1Y | +48.8% | +12.0% | +36.8% | +24.6% |
| 3Y | +63.8% | +78.2% | -14.3% | -35.4% |
| 5Y | +130.9% | +73.2% | +57.7% | -4.5% |
| 10Y | +498.7% | +309.6% | +189.0% | -36.7% |
| All | -1.8% | +808.5% | -810.3% | -95.9% |
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 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