-67.0%
SE vs EXE
+106.6%
-173.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +0.6% | -1.8% | +2.4% | +1.1% |
| 30D | -0.1% | +6.4% | -6.5% | -1.7% |
| 3M | +34.1% | +9.2% | +24.9% | +30.6% |
| 6M | +23.2% | -7.0% | +30.2% | +24.9% |
| YTD | -11.2% | -9.5% | -1.7% | -9.6% |
| 1Y | -40.5% | +6.2% | -46.8% | -42.8% |
| 3Y | +196.3% | +20.7% | +175.5% | +174.9% |
| 5Y | -67.0% | +103.6% | -170.7% | -71.4% |
| All | -67.0% | +106.6% | -173.7% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling