+106.1%
SM vs EXEL
+199.5%
-93.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +0.1% | +8.4% | -8.3% | -0.7% |
| 30D | +26.3% | +4.1% | +22.2% | +25.7% |
| 3M | +8.7% | +12.4% | -3.7% | +7.0% |
| 6M | +51.7% | +41.5% | +10.1% | +44.6% |
| YTD | +99.0% | +34.6% | +64.4% | +90.7% |
| 1Y | +34.6% | +57.9% | -23.3% | +25.1% |
| 3Y | -7.8% | +159.5% | -167.3% | -26.0% |
| All | +106.1% | +199.5% | -93.4% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling