+152.1%
EXE vs SFM
+119.9%
+32.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.5% |
| 7D | +1.5% | -7.1% | +8.6% | +2.2% |
| 30D | -0.2% | -21.4% | +21.2% | +1.7% |
| 3M | -9.2% | -40.1% | +30.9% | -5.2% |
| 6M | -7.2% | -38.0% | +30.8% | -3.7% |
| YTD | -18.3% | -36.5% | +18.3% | -15.7% |
| 1Y | -23.6% | -35.2% | +11.6% | -21.4% |
| 3Y | +21.9% | +23.5% | -1.5% | +16.9% |
| 5Y | +73.7% | +109.7% | -36.0% | +55.8% |
| All | +152.1% | +119.9% | +32.2% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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