+311.5%
SPY vs EXC
+154.0%
+157.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.8% |
| 7D | +0.5% | +1.2% | -0.7% | +0.1% |
| 30D | -0.9% | -2.7% | +1.8% | 0.0% |
| 3M | +3.9% | -1.0% | +4.8% | +3.9% |
| 6M | +14.5% | -9.3% | +23.8% | +18.0% |
| YTD | +12.9% | +3.6% | +9.3% | +10.4% |
| 1Y | +19.4% | +5.9% | +13.4% | +15.4% |
| 3Y | +78.5% | +21.3% | +57.2% | +60.1% |
| 5Y | +81.8% | +46.2% | +35.6% | +48.0% |
| 10Y | +311.5% | +151.5% | +160.0% | +180.5% |
| All | +311.5% | +154.0% | +157.5% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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