+250.1%
SPOT vs EXEL
+164.2%
+86.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | -6.9% | -2.9% | -4.0% | -6.3% |
| 30D | +4.1% | +11.9% | -7.7% | +1.7% |
| 3M | +3.7% | +9.2% | -5.5% | +1.6% |
| 6M | -1.6% | +39.1% | -40.7% | -9.0% |
| YTD | -10.2% | +31.0% | -41.2% | -16.1% |
| 1Y | -25.9% | +52.3% | -78.2% | -33.6% |
| 3Y | +235.6% | +159.7% | +75.8% | +159.2% |
| 5Y | +110.6% | +187.7% | -77.1% | +57.1% |
| All | +250.1% | +164.2% | +86.0% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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