+78.5%
SPY vs EXE
+21.0%
+57.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +0.5% | -1.8% | +2.3% | +0.8% |
| 30D | -0.9% | +6.4% | -7.3% | -1.8% |
| 3M | +3.9% | +9.2% | -5.4% | +2.5% |
| 6M | +14.5% | -7.0% | +21.5% | +15.6% |
| YTD | +12.9% | -9.5% | +22.4% | +14.3% |
| 1Y | +19.4% | +6.2% | +13.1% | +16.5% |
| 3Y | +78.5% | +20.7% | +57.7% | +68.9% |
| All | +78.5% | +21.0% | +57.5% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling