+80.3%
EXE vs SITM
+73.6%
+6.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.4% | +1.4% |
| 7D | +5.3% | +6.6% | -1.3% | +4.6% |
| 30D | -2.2% | -15.3% | +13.1% | -1.1% |
| 3M | -5.9% | -35.4% | +29.5% | -2.8% |
| 6M | -5.7% | -46.8% | +41.1% | -1.7% |
| YTD | -17.8% | +25.9% | -43.7% | -23.7% |
| 1Y | -23.1% | +54.0% | -77.1% | -30.6% |
| 3Y | +21.2% | +315.6% | -294.4% | -10.1% |
| All | +80.3% | +73.6% | +6.7% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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