-25.9%
SPOT vs EXEL
+50.0%
-75.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | -6.9% | -2.9% | -4.0% | -6.7% |
| 30D | +4.1% | +11.9% | -7.7% | +3.8% |
| 3M | +3.7% | +9.2% | -5.5% | +3.7% |
| 6M | -1.6% | +39.1% | -40.7% | -1.4% |
| YTD | -10.2% | +31.0% | -41.2% | -10.0% |
| 1Y | -25.9% | +52.3% | -78.2% | -26.5% |
| All | -25.9% | +50.0% | -75.9% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling