-48.0%
SE vs EXC
+2.8%
-50.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.8% | -3.6% |
| 7D | -7.7% | -1.4% | -6.4% | -7.9% |
| 30D | -22.8% | +8.3% | -31.1% | -21.7% |
| 3M | -43.7% | +2.6% | -46.4% | -43.4% |
| 6M | -12.8% | +5.2% | -18.0% | -12.5% |
| YTD | -42.0% | +7.5% | -49.5% | -42.7% |
| 1Y | -48.0% | +3.2% | -51.2% | -46.4% |
| All | -48.0% | +2.8% | -50.8% | -46.4% |
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