+103.6%
EXE vs SM
+111.2%
-7.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.9% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +6.4% | +31.5% | -25.1% | -3.1% |
| 3M | +9.2% | +17.3% | -8.1% | +2.6% |
| 6M | -7.0% | +48.5% | -55.5% | -20.3% |
| YTD | -9.5% | +106.3% | -115.7% | -31.2% |
| 1Y | +6.2% | +47.3% | -41.1% | -10.1% |
| 3Y | +20.7% | -1.4% | +22.2% | +11.4% |
| 5Y | +103.6% | +114.0% | -10.4% | +26.3% |
| All | +103.6% | +111.2% | -7.6% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling