+50.9%
SM vs EXEL
+52.9%
-2.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +3.3% |
| 7D | -0.2% | +1.4% | -1.5% | +0.1% |
| 30D | +31.5% | +6.7% | +24.9% | +32.9% |
| 3M | +17.3% | +11.5% | +5.9% | +19.4% |
| 6M | +48.5% | +38.8% | +9.7% | +55.9% |
| YTD | +106.3% | +31.6% | +74.7% | +115.1% |
| All | +50.9% | +52.9% | -2.1% | +62.5% |
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 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