+20.3%
SM vs EXEL
+378.5%
-358.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.3% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | +20.3% | +10.1% | +10.1% | +17.2% |
| 3M | +22.9% | +10.1% | +12.8% | +19.2% |
| 6M | +47.8% | +37.7% | +10.2% | +33.9% |
| YTD | +107.5% | +33.1% | +74.4% | +88.8% |
| 1Y | +51.7% | +52.4% | -0.6% | +31.7% |
| 3Y | -0.9% | +163.8% | -164.7% | -30.9% |
| 5Y | +112.2% | +198.5% | -86.3% | +38.2% |
| 10Y | +20.3% | +386.9% | -366.6% | -14.6% |
| All | +20.3% | +378.5% | -358.2% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling