+528.0%
SPYG vs EXEL
+121.7%
+406.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +2.3% | -0.8% | +3.2% | +2.5% |
| 30D | -6.5% | +13.1% | -19.6% | -8.0% |
| 3M | -6.8% | +36.3% | -43.2% | -10.7% |
| 6M | -3.1% | +34.5% | -37.7% | -7.2% |
| YTD | +8.0% | +57.4% | -49.4% | +1.1% |
| 1Y | +10.2% | +62.9% | -52.7% | +2.6% |
| 3Y | +91.0% | +229.5% | -138.5% | +58.9% |
| 5Y | +67.7% | +281.2% | -213.5% | +35.7% |
| 10Y | +393.9% | +320.7% | +73.2% | +270.6% |
| All | +528.0% | +121.7% | +406.3% | +212.8% |
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