+84.9%
SPYG vs EXEL
+192.6%
-107.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -1.8% | -2.9% | +1.1% | -1.4% |
| 30D | -1.9% | +11.9% | -13.8% | -3.7% |
| 3M | +5.2% | +9.2% | -4.1% | +3.4% |
| 6M | +15.6% | +39.1% | -23.5% | +9.0% |
| YTD | +12.4% | +31.0% | -18.6% | +6.9% |
| 1Y | +17.5% | +52.3% | -34.9% | +8.5% |
| 3Y | +98.1% | +159.7% | -61.7% | +59.7% |
| 5Y | +84.9% | +187.7% | -102.8% | +36.4% |
| All | +84.9% | +192.6% | -107.6% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling