-48.8%
SE vs EXC
+1.0%
-49.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.8% | +4.7% |
| 7D | +6.7% | +3.3% | +3.4% | +7.2% |
| 30D | -17.2% | +13.3% | -30.5% | -15.4% |
| 3M | -28.0% | +1.8% | -29.9% | -27.9% |
| 6M | -6.1% | +1.1% | -7.2% | -6.3% |
| YTD | -37.1% | +9.0% | -46.2% | -37.6% |
| 1Y | -48.8% | +3.4% | -52.1% | -47.1% |
| All | -48.8% | +1.0% | -49.8% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling