-85.6%
SMR vs EXEL
+92.4%
-178.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.7% |
| 7D | -9.5% | +9.8% | -19.3% | -12.4% |
| 30D | -33.2% | +23.6% | -56.8% | -38.1% |
| 3M | -45.9% | +29.9% | -75.9% | -51.0% |
| 6M | -57.9% | +64.7% | -122.6% | -65.7% |
| YTD | -63.8% | +66.0% | -129.8% | -71.3% |
| 1Y | -85.6% | +92.0% | -177.6% | -90.2% |
| All | -85.6% | +92.4% | -178.0% | -90.2% |
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 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