+379.5%
SE vs EXC
+120.4%
+259.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.9% | +2.9% |
| 7D | +3.3% | -1.7% | +5.0% | +3.9% |
| 30D | -18.2% | +9.3% | -27.5% | -20.8% |
| 3M | -31.3% | +1.0% | -32.3% | -31.7% |
| 6M | -10.1% | +5.9% | -16.1% | -12.5% |
| YTD | -38.9% | +7.6% | -46.5% | -41.3% |
| 1Y | -48.0% | +2.4% | -50.4% | -49.1% |
| 3Y | +78.8% | +30.2% | +48.6% | +54.1% |
| 5Y | -77.1% | +41.4% | -118.5% | -81.4% |
| All | +379.5% | +120.4% | +259.0% | +202.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling