+110.3%
SPY vs EXE
+163.8%
-53.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | -0.9% | +1.5% | -2.4% | -1.1% |
| 30D | -2.4% | -0.2% | -2.1% | -2.4% |
| 3M | -1.2% | -9.2% | +8.1% | +0.2% |
| 6M | +3.3% | -7.2% | +10.5% | +4.2% |
| YTD | +12.3% | -18.3% | +30.6% | +15.2% |
| 1Y | +12.4% | -23.6% | +36.1% | +16.6% |
| 3Y | +78.8% | +21.9% | +56.9% | +69.5% |
| 5Y | +75.2% | +73.7% | +1.5% | +58.5% |
| All | +110.3% | +163.8% | -53.5% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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