+158.9%
SN vs EXEL
+92.4%
+66.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +4.0% |
| 7D | +10.6% | +9.8% | +0.9% | +9.0% |
| 30D | +20.0% | +23.6% | -3.6% | +16.2% |
| 3M | +30.4% | +29.9% | +0.4% | +25.2% |
| 6M | +91.0% | +64.7% | +26.3% | +75.9% |
| YTD | +95.9% | +66.0% | +30.0% | +77.8% |
| 1Y | +158.9% | +92.0% | +66.9% | +124.1% |
| All | +158.9% | +92.4% | +66.5% | +124.1% |
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