+2.7%
EXE vs SM
+51.5%
-48.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | -2.2% | +2.1% | -4.3% | -2.7% |
| 30D | -0.8% | +18.1% | -18.9% | -4.6% |
| 3M | +10.0% | +17.0% | -6.9% | +5.5% |
| 6M | -6.3% | +55.4% | -61.8% | -15.5% |
| YTD | -10.7% | +108.6% | -119.2% | -24.5% |
| 1Y | +2.7% | +45.7% | -43.0% | -5.6% |
| All | +2.7% | +51.5% | -48.8% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling