-58.6%
SE vs EXE
+191.4%
-250.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | -2.5% | +8.5% | -10.9% | -4.5% |
| 3M | +21.7% | +5.5% | +16.3% | +19.7% |
| 6M | +27.0% | -5.9% | +32.9% | +28.3% |
| YTD | -12.1% | -9.7% | -2.4% | -10.6% |
| 1Y | -40.9% | +3.6% | -44.5% | -42.6% |
| 3Y | +191.0% | +18.0% | +173.0% | +172.3% |
| 5Y | -68.3% | +109.4% | -177.7% | -73.0% |
| All | -58.6% | +191.4% | -250.0% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling