-72.2%
SE vs EXE
+165.2%
-237.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -0.5% | +5.3% | -5.8% | -1.8% |
| 30D | -20.9% | -2.2% | -18.7% | -20.6% |
| 3M | -38.9% | -5.9% | -33.0% | -38.2% |
| 6M | -19.4% | -5.7% | -13.7% | -18.8% |
| YTD | -40.9% | -17.8% | -23.1% | -38.6% |
| 1Y | -46.2% | -23.1% | -23.1% | -43.1% |
| 3Y | +63.7% | +21.2% | +42.5% | +51.5% |
| 5Y | -77.9% | +78.8% | -156.7% | -80.6% |
| All | -72.2% | +165.2% | -237.4% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling