+79.9%
SPY vs EXEL
+244.2%
-164.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.8% | +2.1% |
| 7D | +0.1% | +2.3% | -2.2% | -0.1% |
| 30D | -3.3% | +19.8% | -23.2% | -4.8% |
| 3M | -2.4% | +32.7% | -35.1% | -4.7% |
| 6M | +2.6% | +49.0% | -46.4% | -1.0% |
| YTD | +11.2% | +63.7% | -52.4% | +6.2% |
| 1Y | +13.4% | +75.8% | -62.4% | +7.6% |
| 3Y | +79.9% | +241.3% | -161.4% | +65.4% |
| All | +79.9% | +244.2% | -164.3% | +65.4% |
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