+174.8%
EXE vs SU
+377.6%
-202.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.4% |
| 7D | -2.7% | +1.6% | -4.3% | -3.5% |
| 30D | -0.4% | +10.7% | -11.1% | -5.5% |
| 3M | +9.5% | +13.5% | -4.0% | +2.2% |
| 6M | -9.3% | +21.8% | -31.2% | -18.8% |
| YTD | -10.9% | +58.8% | -69.8% | -30.9% |
| 1Y | +4.3% | +72.0% | -67.7% | -22.5% |
| 3Y | +18.8% | +121.7% | -102.9% | -25.7% |
| 5Y | +101.4% | +350.4% | -249.0% | -10.5% |
| All | +174.8% | +377.6% | -202.8% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling