+309.3%
SPY vs EXC
+201.2%
+108.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.3% | -1.9% | +5.2% | +4.0% |
| 30D | -2.7% | +7.8% | -10.5% | -5.4% |
| 3M | -1.7% | +1.9% | -3.6% | -2.6% |
| 6M | +3.1% | +3.4% | -0.3% | +1.3% |
| YTD | +11.9% | +7.6% | +4.3% | +7.7% |
| 1Y | +12.0% | +2.1% | +9.9% | +9.9% |
| 3Y | +78.2% | +29.6% | +48.6% | +55.4% |
| 5Y | +73.2% | +39.5% | +33.7% | +44.0% |
| All | +309.3% | +201.2% | +108.1% | +168.9% |
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