+61.9%
SE vs EXC
+30.1%
+31.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | -1.9% | +0.5% | -1.8% |
| 30D | -22.3% | +7.8% | -30.1% | -21.4% |
| 3M | -41.8% | +1.9% | -43.7% | -41.6% |
| 6M | -22.4% | +3.4% | -25.8% | -21.9% |
| YTD | -41.6% | +7.6% | -49.2% | -40.9% |
| 1Y | -48.0% | +2.1% | -50.1% | -47.7% |
| All | +61.9% | +30.1% | +31.8% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling