-3.6%
SMR vs EXEL
+189.0%
-192.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +4.4% | +8.4% | -4.0% | +1.7% |
| 30D | +3.4% | +4.1% | -0.7% | +1.9% |
| 3M | -19.2% | +12.4% | -31.6% | -22.4% |
| 6M | -22.6% | +41.5% | -64.2% | -31.5% |
| YTD | -31.5% | +34.6% | -66.2% | -38.6% |
| 1Y | -73.1% | +57.9% | -130.9% | -77.1% |
| 3Y | +55.0% | +159.5% | -104.5% | +12.2% |
| All | -3.6% | +189.0% | -192.6% | -34.2% |
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