+178.5%
EXE vs SFM
+254.1%
-75.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.0% | -1.4% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +8.5% | -4.4% | +12.8% | +8.8% |
| 3M | +5.5% | +1.5% | +3.9% | +5.0% |
| 6M | -5.9% | +6.5% | -12.4% | -7.1% |
| YTD | -9.7% | +2.2% | -11.9% | -10.6% |
| 1Y | +3.6% | -41.9% | +45.5% | +9.1% |
| 3Y | +18.0% | +106.8% | -88.7% | +8.1% |
| 5Y | +109.4% | +231.6% | -122.1% | +79.9% |
| All | +178.5% | +254.1% | -75.6% | +133.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling