-50.5%
SE vs EXEL
+72.0%
-122.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | 0.0% | -2.4% | +2.4% | +0.3% |
| 30D | -19.4% | +17.9% | -37.3% | -20.2% |
| 3M | -33.1% | +33.3% | -66.4% | -34.5% |
| 6M | -11.4% | +46.6% | -58.0% | -14.2% |
| YTD | -39.8% | +61.0% | -100.8% | -42.8% |
| 1Y | -50.5% | +70.4% | -120.9% | -53.7% |
| All | -50.5% | +72.0% | -122.5% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling