+311.0%
SPYM vs EXEL
+320.7%
-9.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +2.6% | -0.8% | +3.4% | +2.7% |
| 30D | -2.0% | +13.1% | -15.1% | -3.8% |
| 3M | -2.8% | +36.3% | -39.1% | -7.2% |
| 6M | +2.2% | +34.5% | -32.4% | -2.6% |
| YTD | +11.5% | +57.4% | -45.9% | +3.5% |
| 1Y | +13.5% | +62.9% | -49.4% | +4.7% |
| 3Y | +78.0% | +229.5% | -151.5% | +43.7% |
| 5Y | +73.1% | +281.2% | -208.1% | +34.8% |
| All | +311.0% | +320.7% | -9.8% | +207.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling