+76.0%
EXE vs SFM
+100.9%
-25.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.4% |
| 7D | -2.2% | -6.9% | +4.7% | -1.6% |
| 30D | -0.3% | -25.0% | +24.7% | +1.9% |
| 3M | -9.3% | -42.7% | +33.4% | -5.0% |
| 6M | -7.2% | -41.0% | +33.8% | -3.3% |
| YTD | -18.9% | -38.7% | +19.7% | -16.1% |
| 1Y | -21.7% | -38.1% | +16.4% | -19.1% |
| 3Y | +21.0% | +19.3% | +1.6% | +16.8% |
| 5Y | +76.0% | +103.1% | -27.2% | +76.8% |
| All | +76.0% | +100.9% | -25.0% | +76.8% |
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