+150.1%
EXE vs SM
+178.2%
-28.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +1.9% |
| 7D | -2.2% | -19.5% | +17.3% | +3.6% |
| 30D | -0.3% | -20.2% | +19.9% | +5.7% |
| 3M | -9.3% | -6.5% | -2.8% | -8.4% |
| 6M | -7.2% | +1.6% | -8.8% | -9.3% |
| YTD | -18.9% | +61.2% | -80.2% | -31.6% |
| 1Y | -21.7% | +65.4% | -87.0% | -34.6% |
| 3Y | +21.0% | -13.0% | +34.0% | +15.8% |
| 5Y | +76.0% | -4.3% | +80.2% | +59.9% |
| All | +150.1% | +178.2% | -28.0% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling