+5.9%
EXUS vs SPY
+27.9%
-22.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +0.3% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -5.3% | -3.3% | -2.0% | -1.5% |
| 3M | -8.1% | -2.4% | -5.7% | -5.4% |
| 6M | -4.7% | +2.6% | -7.2% | -7.4% |
| YTD | +1.6% | +11.2% | -9.7% | -10.0% |
| 1Y | +2.5% | +13.4% | -10.9% | -10.6% |
| All | +5.9% | +27.9% | -22.0% | -19.7% |
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