+589.4%
SE vs EXC
+110.7%
+478.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -6.1% | +0.3% | -6.4% | -6.2% |
| 30D | -2.5% | -3.7% | +1.3% | -1.2% |
| 3M | +21.7% | -1.3% | +23.0% | +21.7% |
| 6M | +27.0% | -9.7% | +36.7% | +30.9% |
| YTD | -12.1% | +2.9% | -15.0% | -14.1% |
| 1Y | -40.9% | +4.4% | -45.3% | -42.7% |
| 3Y | +191.0% | +22.2% | +168.8% | +157.0% |
| 5Y | -68.3% | +46.7% | -115.0% | -74.8% |
| All | +589.4% | +110.7% | +478.6% | +342.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling