-78.0%
SE vs EXC
+41.3%
-119.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +1.0% |
| 7D | -0.5% | +1.4% | -1.9% | -0.6% |
| 30D | -20.9% | +8.6% | -29.5% | -21.6% |
| 3M | -38.9% | +2.4% | -41.3% | -39.0% |
| 6M | -19.4% | +6.5% | -25.9% | -20.2% |
| YTD | -40.9% | +9.0% | -50.0% | -41.9% |
| 1Y | -46.2% | +4.6% | -50.8% | -46.7% |
| 3Y | +63.7% | +33.5% | +30.2% | +50.7% |
| All | -78.0% | +41.3% | -119.3% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling