-71.7%
SE vs EXE
+161.7%
-233.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -2.0% |
| 7D | 0.0% | -2.2% | +2.3% | +0.6% |
| 30D | -19.4% | -0.3% | -19.1% | -19.4% |
| 3M | -33.1% | -9.3% | -23.8% | -31.7% |
| 6M | -11.4% | -7.2% | -4.2% | -10.4% |
| YTD | -39.8% | -18.9% | -20.9% | -37.3% |
| 1Y | -50.5% | -21.7% | -28.8% | -48.0% |
| 3Y | +68.9% | +21.0% | +47.9% | +56.2% |
| 5Y | -77.1% | +76.0% | -153.1% | -79.8% |
| All | -71.7% | +161.7% | -233.4% | -78.8% |
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