-70.2%
SMR vs EXEL
+50.0%
-120.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.0% | -5.1% |
| 7D | +4.7% | -2.9% | +7.6% | +5.6% |
| 30D | +3.2% | +11.9% | -8.6% | -0.4% |
| 3M | +9.9% | +9.2% | +0.7% | +6.6% |
| 6M | -15.1% | +39.1% | -54.2% | -25.1% |
| YTD | -27.9% | +31.0% | -59.0% | -35.8% |
| 1Y | -70.2% | +52.3% | -122.6% | -73.4% |
| All | -70.2% | +50.0% | -120.3% | -73.4% |
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