+27.2%
EXE vs SN
+490.7%
-463.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.1% |
| 7D | -0.3% | -9.3% | +9.1% | +0.3% |
| 30D | +8.5% | -4.8% | +13.2% | +8.7% |
| 3M | +5.5% | +40.4% | -35.0% | +2.8% |
| 6M | -5.9% | +50.9% | -56.8% | -8.9% |
| YTD | -9.7% | +54.9% | -64.7% | -12.9% |
| 1Y | +3.6% | +43.0% | -39.5% | +0.4% |
| 3Y | +18.0% | +391.8% | -373.8% | +5.4% |
| All | +27.2% | +490.7% | -463.5% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling