+67.6%
SPY vs EXC
+41.2%
+26.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | -2.7% | -1.2% | -1.5% | -2.5% |
| 30D | -5.4% | +10.0% | -15.3% | -7.2% |
| 3M | -4.1% | +1.6% | -5.7% | -4.5% |
| 6M | +0.7% | +3.3% | -2.6% | -0.2% |
| YTD | +8.7% | +7.6% | +1.1% | +6.3% |
| 1Y | +10.9% | +3.5% | +7.4% | +9.4% |
| 3Y | +75.0% | +27.7% | +47.3% | +60.9% |
| All | +67.6% | +41.2% | +26.4% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling