+21.6%
EXE vs SM
-6.8%
+28.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.6% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | +8.5% | +26.3% | -17.9% | +2.6% |
| 3M | +5.5% | +8.7% | -3.2% | +2.7% |
| 6M | -5.9% | +51.7% | -57.6% | -15.5% |
| YTD | -9.7% | +99.0% | -108.8% | -24.3% |
| 1Y | +3.6% | +34.6% | -31.0% | -5.4% |
| All | +21.6% | -6.8% | +28.4% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling