+178.5%
EXE vs SAN
+410.8%
-232.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -0.3% | +1.8% | -2.0% | -0.6% |
| 30D | +8.5% | +2.0% | +6.5% | +8.0% |
| 3M | +5.5% | +19.7% | -14.3% | +1.1% |
| 6M | -5.9% | +30.6% | -36.5% | -12.1% |
| YTD | -9.7% | +28.8% | -38.6% | -16.0% |
| 1Y | +3.6% | +57.8% | -54.2% | -9.1% |
| 3Y | +18.0% | +338.1% | -320.1% | -24.2% |
| 5Y | +109.4% | +384.2% | -274.8% | +24.4% |
| All | +178.5% | +410.8% | -232.3% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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