-24.8%
EXE vs SN
+136.6%
-161.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -1.1% |
| 7D | +2.9% | +1.4% | +1.5% | +3.0% |
| 30D | -4.9% | +16.6% | -21.5% | -4.1% |
| 3M | -8.3% | +18.3% | -26.5% | -7.3% |
| 6M | -7.8% | +103.1% | -110.9% | -5.9% |
| YTD | -19.0% | +96.7% | -115.8% | -17.2% |
| 1Y | -24.8% | +134.3% | -159.2% | -27.6% |
| All | -24.8% | +136.6% | -161.4% | -27.6% |
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