+78.8%
SPYM vs EXE
+20.0%
+58.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +3.3% | +3.6% | -0.3% | +2.8% |
| 30D | -2.6% | -4.3% | +1.7% | -2.1% |
| 3M | -1.7% | -7.7% | +5.9% | -0.8% |
| 6M | +3.1% | -7.2% | +10.4% | +3.9% |
| YTD | +12.0% | -18.5% | +30.5% | +14.8% |
| 1Y | +12.1% | -24.4% | +36.4% | +16.5% |
| All | +78.8% | +20.0% | +58.8% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling