+103.6%
EXE vs SFM
+219.5%
-115.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.9% |
| 7D | -1.8% | -5.8% | +4.0% | -1.2% |
| 30D | +6.4% | -11.4% | +17.8% | +7.6% |
| 3M | +9.2% | -12.2% | +21.4% | +10.4% |
| 6M | -7.0% | -5.2% | -1.8% | -7.0% |
| YTD | -9.5% | -4.5% | -5.0% | -9.8% |
| 1Y | +6.2% | -45.4% | +51.6% | +12.7% |
| 3Y | +20.7% | +91.1% | -70.3% | +11.0% |
| 5Y | +103.6% | +226.8% | -123.2% | +70.6% |
| All | +103.6% | +219.5% | -115.9% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling