+169.7%
EXE vs SU
+376.3%
-206.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -3.1% | +2.2% | -5.4% | -4.2% |
| 30D | -0.9% | +8.4% | -9.4% | -5.0% |
| 3M | +9.6% | +12.1% | -2.5% | +2.9% |
| 6M | -11.6% | +19.7% | -31.3% | -20.1% |
| YTD | -12.6% | +58.4% | -71.0% | -32.1% |
| 1Y | +1.2% | +67.2% | -66.1% | -23.6% |
| 3Y | +18.0% | +125.0% | -107.0% | -26.8% |
| 5Y | +101.1% | +355.1% | -254.0% | -11.0% |
| All | +169.7% | +376.3% | -206.6% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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