+5.6%
EXUS vs SPY
+28.1%
-22.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +2.8% | +2.6% | +0.2% | -0.2% |
| 30D | -2.4% | -2.0% | -0.5% | -0.2% |
| 3M | -9.5% | -2.8% | -6.8% | -6.5% |
| 6M | -4.1% | +2.1% | -6.3% | -6.4% |
| YTD | +1.3% | +11.5% | -10.2% | -10.5% |
| 1Y | +1.4% | +13.5% | -12.1% | -11.7% |
| All | +5.6% | +28.1% | -22.5% | -20.1% |
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