-46.2%
SE vs EXEL
+60.1%
-106.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | -20.9% | +13.1% | -34.1% | -21.7% |
| 3M | -38.9% | +36.3% | -75.2% | -40.7% |
| 6M | -19.4% | +34.5% | -53.9% | -21.7% |
| YTD | -40.9% | +57.4% | -98.4% | -44.6% |
| 1Y | -46.2% | +62.9% | -109.1% | -50.8% |
| All | -46.2% | +60.1% | -106.3% | -50.8% |
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