+81.8%
SPY vs EXE
+106.6%
-24.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.0% |
| 3M | +3.9% | +9.2% | -5.4% | +2.3% |
| 6M | +14.5% | -7.0% | +21.5% | +15.5% |
| YTD | +12.9% | -9.5% | +22.4% | +14.2% |
| 1Y | +19.4% | +6.2% | +13.1% | +16.8% |
| 3Y | +78.5% | +20.7% | +57.7% | +69.3% |
| 5Y | +81.8% | +103.6% | -21.9% | +60.6% |
| All | +81.8% | +106.6% | -24.9% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling