+111.0%
SPY vs EXE
+182.2%
-71.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.2% |
| 7D | -0.8% | -3.1% | +2.4% | -0.3% |
| 30D | -1.1% | -0.9% | -0.1% | -1.0% |
| 3M | +3.9% | +9.6% | -5.7% | +2.2% |
| 6M | +13.6% | -11.6% | +25.2% | +15.5% |
| YTD | +12.7% | -12.6% | +25.2% | +14.5% |
| 1Y | +17.5% | +1.2% | +16.3% | +16.0% |
| 3Y | +76.9% | +18.0% | +58.9% | +68.8% |
| 5Y | +83.6% | +101.1% | -17.5% | +63.1% |
| All | +111.0% | +182.2% | -71.2% | +80.6% |
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