+365.7%
SE vs EXC
+120.3%
+245.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.8% |
| 7D | +2.0% | -1.2% | +3.2% | +2.4% |
| 30D | -20.0% | +10.0% | -30.0% | -22.7% |
| 3M | -31.8% | +1.6% | -33.4% | -32.3% |
| 6M | -15.9% | +3.3% | -19.1% | -17.3% |
| YTD | -40.6% | +7.6% | -48.2% | -42.9% |
| 1Y | -50.7% | +3.5% | -54.2% | -51.9% |
| 3Y | +70.3% | +27.7% | +42.6% | +48.1% |
| 5Y | -78.8% | +41.1% | -120.0% | -82.8% |
| All | +365.7% | +120.3% | +245.5% | +194.1% |
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