+6.2%
EXE vs SN
+48.4%
-42.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.3% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | +6.4% | -5.6% | +12.0% | +6.1% |
| 3M | +9.2% | +48.1% | -38.8% | +10.4% |
| 6M | -7.0% | +57.6% | -64.6% | -5.7% |
| YTD | -9.5% | +56.5% | -66.0% | -7.8% |
| 1Y | +6.2% | +52.6% | -46.3% | +6.4% |
| All | +6.2% | +48.4% | -42.2% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling