+314.6%
SPYM vs EXEL
+386.3%
-71.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -2.0% | -2.9% | +0.9% | -1.6% |
| 30D | -1.6% | +11.9% | -13.5% | -3.2% |
| 3M | +4.7% | +9.2% | -4.5% | +3.2% |
| 6M | +12.6% | +39.1% | -26.5% | +7.0% |
| YTD | +11.8% | +31.0% | -19.2% | +7.0% |
| 1Y | +17.5% | +52.3% | -34.8% | +9.7% |
| 3Y | +77.0% | +159.7% | -82.8% | +49.5% |
| 5Y | +82.6% | +187.7% | -105.1% | +49.9% |
| All | +314.6% | +386.3% | -71.7% | +219.4% |
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 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