+77.7%
SPY vs EXC
+31.9%
+45.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.3% |
| 7D | +2.6% | +1.4% | +1.2% | +2.6% |
| 30D | -2.0% | +8.6% | -10.5% | -1.8% |
| 3M | -2.8% | +2.4% | -5.2% | -2.7% |
| 6M | +2.1% | +6.5% | -4.3% | +2.2% |
| YTD | +11.5% | +9.0% | +2.4% | +11.5% |
| 1Y | +13.5% | +4.6% | +8.9% | +13.6% |
| 3Y | +77.7% | +33.5% | +44.2% | +75.6% |
| All | +77.7% | +31.9% | +45.8% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling