+14.2%
EXE vs SN
+671.7%
-657.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.4% |
| 7D | -2.2% | +7.6% | -9.8% | -2.6% |
| 30D | -0.3% | +22.4% | -22.8% | -1.5% |
| 3M | -9.3% | +21.7% | -31.0% | -10.4% |
| 6M | -7.2% | +102.8% | -110.1% | -11.7% |
| YTD | -18.9% | +102.4% | -121.3% | -23.0% |
| 1Y | -21.7% | +139.0% | -160.7% | -26.8% |
| 3Y | +21.0% | +440.4% | -419.4% | +6.0% |
| All | +14.2% | +671.7% | -657.4% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling