+18.5%
SPY vs EXE
+4.5%
+14.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | -0.4% | -2.7% | +2.4% | -0.4% |
| 30D | -1.4% | -0.4% | -1.0% | -1.4% |
| 3M | +3.7% | +9.5% | -5.8% | +3.7% |
| 6M | +13.0% | -9.3% | +22.3% | +13.4% |
| YTD | +12.4% | -10.9% | +23.3% | +13.2% |
| 1Y | +18.5% | +4.3% | +14.2% | +21.2% |
| All | +18.5% | +4.5% | +14.0% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling