+589.4%
SE vs EXEL
+116.1%
+473.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -6.1% | +8.4% | -14.5% | -8.0% |
| 30D | -2.5% | +4.1% | -6.5% | -3.6% |
| 3M | +21.7% | +12.4% | +9.3% | +17.9% |
| 6M | +27.0% | +41.5% | -14.5% | +15.5% |
| YTD | -12.1% | +34.6% | -46.8% | -19.3% |
| 1Y | -40.9% | +57.9% | -98.8% | -48.4% |
| 3Y | +191.0% | +159.5% | +31.5% | +112.5% |
| 5Y | -68.3% | +198.5% | -266.8% | -77.8% |
| All | +589.4% | +116.1% | +473.3% | +370.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling