-48.8%
S vs EXEL
+286.9%
-335.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | +1.3% |
| 7D | -13.4% | +0.3% | -13.7% | -13.4% |
| 30D | -14.0% | +19.0% | -33.0% | -17.8% |
| 3M | +4.9% | +33.3% | -28.4% | -3.2% |
| 6M | +42.0% | +42.9% | -0.8% | +27.7% |
| YTD | +45.1% | +58.7% | -13.6% | +25.7% |
| 1Y | +33.1% | +70.5% | -37.4% | +12.4% |
| 3Y | +40.6% | +233.8% | -193.2% | -15.9% |
| 5Y | -67.5% | +259.3% | -326.8% | -82.0% |
| All | -48.8% | +286.9% | -335.7% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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