+564.9%
SPYG vs EXEL
+89.6%
+475.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +0.4% | +8.4% | -8.0% | -0.7% |
| 30D | -0.4% | +4.1% | -4.5% | -1.1% |
| 3M | +0.5% | +12.4% | -11.9% | -1.2% |
| 6M | +17.5% | +41.5% | -24.1% | +11.7% |
| YTD | +14.3% | +34.6% | -20.3% | +9.3% |
| 1Y | +21.7% | +57.9% | -36.2% | +13.6% |
| 3Y | +98.6% | +159.5% | -60.9% | +70.3% |
| 5Y | +85.1% | +198.5% | -113.4% | +54.5% |
| 10Y | +412.0% | +411.4% | +0.7% | +272.0% |
| All | +564.9% | +89.6% | +475.3% | +238.4% |
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 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