-59.9%
SE vs EXE
+187.5%
-247.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.7% |
| 7D | -3.6% | -2.7% | -0.9% | -3.0% |
| 30D | -5.3% | -0.4% | -4.9% | -5.2% |
| 3M | +28.1% | +9.5% | +18.6% | +24.7% |
| 6M | +20.7% | -9.3% | +30.0% | +23.1% |
| YTD | -14.8% | -10.9% | -3.9% | -13.0% |
| 1Y | -43.6% | +4.3% | -47.9% | -45.4% |
| 3Y | +184.2% | +18.8% | +165.4% | +165.5% |
| 5Y | -66.3% | +101.4% | -167.7% | -71.0% |
| All | -59.9% | +187.5% | -247.4% | -70.7% |
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