-53.7%
SMR vs EXEL
+237.9%
-291.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.9% |
| 7D | -8.3% | -0.8% | -7.4% | -7.9% |
| 30D | -20.1% | +13.1% | -33.2% | -22.9% |
| 3M | -52.7% | +36.3% | -89.0% | -57.1% |
| 6M | -61.0% | +34.5% | -95.6% | -64.8% |
| YTD | -67.1% | +57.4% | -124.5% | -71.9% |
| 1Y | -79.9% | +62.9% | -142.8% | -83.0% |
| 3Y | +101.7% | +229.5% | -127.8% | +37.8% |
| All | -53.7% | +237.9% | -291.6% | -69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling