+304.8%
SPY vs EXEL
+363.4%
-58.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -0.6% | -2.4% | +1.8% | -0.2% |
| 30D | -3.7% | +17.9% | -21.6% | -6.0% |
| 3M | -2.7% | +33.3% | -36.0% | -6.8% |
| 6M | +2.2% | +46.6% | -44.4% | -3.7% |
| YTD | +10.8% | +61.0% | -50.2% | +2.7% |
| 1Y | +11.2% | +70.4% | -59.2% | +2.1% |
| 3Y | +76.5% | +236.1% | -159.6% | +42.6% |
| 5Y | +72.9% | +284.8% | -211.9% | +35.0% |
| 10Y | +304.8% | +348.4% | -43.6% | +206.9% |
| All | +304.8% | +363.4% | -58.6% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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