+61.6%
SPOT vs EXE
+191.4%
-129.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.0% |
| 7D | -0.9% | -0.3% | -0.7% | -0.9% |
| 30D | +12.5% | +8.5% | +4.0% | +11.0% |
| 3M | +9.9% | +5.5% | +4.4% | +8.8% |
| 6M | +1.6% | -5.9% | +7.5% | +2.2% |
| YTD | -6.6% | -9.7% | +3.1% | -5.5% |
| 1Y | -22.9% | +3.6% | -26.5% | -24.4% |
| 3Y | +244.3% | +18.0% | +226.2% | +228.3% |
| 5Y | +117.8% | +109.4% | +8.4% | +81.2% |
| All | +61.6% | +191.4% | -129.8% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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