+319.7%
SPY vs EXEL
+378.5%
-58.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -0.4% | -0.3% | 0.0% | -0.3% |
| 30D | -1.4% | +10.1% | -11.5% | -2.7% |
| 3M | +3.7% | +10.1% | -6.4% | +2.1% |
| 6M | +13.0% | +37.7% | -24.7% | +7.6% |
| YTD | +12.4% | +33.1% | -20.7% | +7.4% |
| 1Y | +18.5% | +52.4% | -33.8% | +10.7% |
| 3Y | +77.6% | +163.8% | -86.2% | +50.1% |
| 5Y | +81.7% | +198.5% | -116.8% | +48.9% |
| 10Y | +319.7% | +386.9% | -67.2% | +225.3% |
| All | +319.7% | +378.5% | -58.9% | +225.3% |
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