+329.6%
SM vs EXEL
+346.4%
-16.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +1.7% |
| 7D | -19.5% | -2.4% | -17.1% | -19.2% |
| 30D | -20.2% | +17.9% | -38.1% | -22.5% |
| 3M | -6.5% | +33.3% | -39.8% | -11.0% |
| 6M | +1.6% | +46.6% | -45.0% | -5.3% |
| YTD | +61.2% | +61.0% | +0.2% | +47.1% |
| 1Y | +65.4% | +70.4% | -5.1% | +49.3% |
| 3Y | -13.0% | +236.1% | -249.1% | -31.8% |
| 5Y | -4.3% | +284.8% | -289.1% | -27.7% |
| 10Y | +3.0% | +348.4% | -345.4% | -25.5% |
| All | +329.6% | +346.4% | -16.8% | +127.2% |
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