+78.5%
SPY vs EXEL
+160.6%
-82.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.4% |
| 7D | +0.5% | +1.4% | -0.8% | +0.4% |
| 30D | -0.9% | +6.7% | -7.6% | -1.5% |
| 3M | +3.9% | +11.5% | -7.6% | +2.9% |
| 6M | +14.5% | +38.8% | -24.3% | +11.2% |
| YTD | +12.9% | +31.6% | -18.7% | +10.0% |
| 1Y | +19.4% | +53.0% | -33.7% | +14.7% |
| 3Y | +78.5% | +160.8% | -82.4% | +68.6% |
| All | +78.5% | +160.6% | -82.1% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling