+140.6%
EXE vs SUI
-3.3%
+143.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -6.6% | +6.2% | -12.8% | -7.9% |
| 30D | -4.0% | +8.6% | -12.6% | -5.9% |
| 3M | -7.5% | +1.0% | -8.4% | -7.9% |
| 6M | -11.7% | -2.6% | -9.1% | -11.4% |
| YTD | -22.0% | -0.1% | -21.9% | -22.5% |
| 1Y | -21.8% | +0.5% | -22.3% | -22.4% |
| 3Y | +8.0% | +15.3% | -7.2% | +0.6% |
| 5Y | +62.3% | -26.1% | +88.4% | +70.5% |
| All | +140.6% | -3.3% | +143.9% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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