+144.5%
EXE vs SAN
+331.6%
-187.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | +0.4% |
| 7D | -3.9% | +8.7% | -12.6% | -5.6% |
| 30D | -2.6% | -6.5% | +3.9% | -1.4% |
| 3M | -6.9% | -14.2% | +7.3% | -4.1% |
| 6M | -9.3% | +2.7% | -12.0% | -10.6% |
| YTD | -20.7% | +8.9% | -29.6% | -23.9% |
| 1Y | -21.8% | +23.4% | -45.2% | -27.5% |
| 3Y | +16.2% | +257.9% | -241.7% | -22.0% |
| 5Y | +61.1% | +297.8% | -236.7% | +0.1% |
| All | +144.5% | +331.6% | -187.1% | +47.7% |
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