+98.4%
SPYG vs EXEL
+164.8%
-66.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +0.3% | -0.3% | +0.7% | +0.4% |
| 30D | -1.7% | +10.1% | -11.8% | -2.5% |
| 3M | +3.6% | +10.1% | -6.4% | +2.7% |
| 6M | +16.6% | +37.7% | -21.1% | +13.3% |
| YTD | +13.4% | +33.1% | -19.7% | +10.4% |
| 1Y | +19.6% | +52.4% | -32.8% | +15.1% |
| All | +98.4% | +164.8% | -66.4% | +93.0% |
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