+233.5%
SPOT vs EXEL
+154.7%
+78.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.0% |
| 7D | -3.1% | -4.9% | +1.8% | -2.5% |
| 30D | +7.4% | +11.4% | -4.0% | +6.1% |
| 3M | +8.2% | +4.9% | +3.3% | +7.6% |
| 6M | +2.2% | +34.4% | -32.2% | -1.3% |
| YTD | -9.5% | +28.0% | -37.5% | -12.2% |
| 1Y | -23.8% | +43.6% | -67.5% | -27.5% |
| 3Y | +233.5% | +155.2% | +78.3% | +227.4% |
| All | +233.5% | +154.7% | +78.7% | +227.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling