-39.1%
REXC vs SPY
+10.8%
-50.0%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | -3.5% |
| 7D | -8.7% | -0.7% | -8.0% | -6.9% |
| 30D | -17.2% | -1.0% | -16.2% | -14.7% |
| 3M | -26.2% | -0.3% | -25.9% | -25.1% |
| 6M | -42.1% | +7.3% | -49.4% | -52.2% |
| All | -39.1% | +10.8% | -50.0% | -53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling