+110.1%
SPYM vs EXE
+188.3%
-78.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -2.0% | -2.2% | +0.2% | -1.6% |
| 30D | -1.6% | -0.8% | -0.8% | -1.5% |
| 3M | +4.7% | +10.0% | -5.3% | +3.0% |
| 6M | +12.6% | -6.3% | +18.9% | +13.4% |
| YTD | +11.8% | -10.7% | +22.5% | +13.2% |
| 1Y | +17.5% | +2.7% | +14.9% | +15.9% |
| 3Y | +77.0% | +19.1% | +57.8% | +68.7% |
| 5Y | +82.6% | +105.4% | -22.8% | +61.7% |
| All | +110.1% | +188.3% | -78.2% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling