+264.0%
SPOT vs EXEL
+171.4%
+92.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -0.9% | +8.4% | -9.3% | -2.6% |
| 30D | +12.5% | +4.1% | +8.4% | +11.4% |
| 3M | +9.9% | +12.4% | -2.5% | +7.0% |
| 6M | +1.6% | +41.5% | -40.0% | -6.5% |
| YTD | -6.6% | +34.6% | -41.2% | -13.3% |
| 1Y | -22.9% | +57.9% | -80.8% | -31.4% |
| 3Y | +244.3% | +159.5% | +84.8% | +166.2% |
| 5Y | +117.8% | +198.5% | -80.7% | +61.2% |
| All | +264.0% | +171.4% | +92.6% | +150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling