-5.9%
SM vs EXEL
+164.9%
-170.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +0.1% | +8.4% | -8.3% | +0.1% |
| 30D | +26.3% | +4.1% | +22.2% | +26.3% |
| 3M | +8.7% | +12.4% | -3.7% | +8.5% |
| 6M | +51.7% | +41.5% | +10.1% | +50.4% |
| YTD | +99.0% | +34.6% | +64.4% | +97.6% |
| 1Y | +34.6% | +57.9% | -23.3% | +32.1% |
| All | -5.9% | +164.9% | -170.8% | -13.5% |
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