+70.3%
SE vs EXEL
+231.1%
-160.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | +0.1% |
| 7D | +2.0% | +0.3% | +1.7% | +2.0% |
| 30D | -20.0% | +19.0% | -39.0% | -20.8% |
| 3M | -31.8% | +33.3% | -65.1% | -33.0% |
| 6M | -15.9% | +42.9% | -58.7% | -17.7% |
| YTD | -40.6% | +58.7% | -99.4% | -42.5% |
| 1Y | -50.7% | +70.5% | -121.2% | -52.4% |
| 3Y | +70.3% | +233.8% | -163.5% | +105.6% |
| All | +70.3% | +231.1% | -160.8% | +105.6% |
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