+186.3%
SE vs EXEL
+164.9%
+21.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -6.1% | +8.4% | -14.5% | -6.7% |
| 30D | -2.5% | +4.1% | -6.5% | -2.7% |
| 3M | +21.7% | +12.4% | +9.3% | +20.6% |
| 6M | +27.0% | +41.5% | -14.5% | +23.5% |
| YTD | -12.1% | +34.6% | -46.8% | -14.3% |
| 1Y | -40.9% | +57.9% | -98.8% | -43.1% |
| All | +186.3% | +164.9% | +21.5% | +201.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling