+16.5%
EXUS vs SPY
+29.8%
-13.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | +2.8% | +0.5% | +2.2% | +2.1% |
| 30D | +1.1% | -0.9% | +2.1% | +2.2% |
| 3M | +7.2% | +3.9% | +3.3% | +2.4% |
| 6M | +15.7% | +14.5% | +1.1% | -0.8% |
| YTD | +11.7% | +12.9% | -1.2% | -2.8% |
| 1Y | +12.1% | +19.4% | -7.3% | -7.2% |
| All | +16.5% | +29.8% | -13.3% | -13.2% |
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