+753.4%
SPY vs EXEL
+353.7%
+399.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.8% | +2.0% |
| 7D | +0.1% | +2.3% | -2.2% | -0.2% |
| 30D | -3.3% | +19.8% | -23.2% | -5.4% |
| 3M | -2.4% | +32.7% | -35.1% | -5.7% |
| 6M | +2.6% | +49.0% | -46.4% | -2.4% |
| YTD | +11.2% | +63.7% | -52.4% | +4.5% |
| 1Y | +13.4% | +75.8% | -62.4% | +5.6% |
| 3Y | +79.9% | +241.3% | -161.4% | +52.6% |
| 5Y | +72.2% | +289.0% | -216.9% | +42.6% |
| 10Y | +307.3% | +377.6% | -70.3% | +212.3% |
| All | +753.4% | +353.7% | +399.7% | +346.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling