+447.8%
SN vs EXEL
+247.8%
+200.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.0% |
| 7D | +1.5% | -0.8% | +2.4% | +1.7% |
| 30D | +21.5% | +13.1% | +8.4% | +19.0% |
| 3M | +20.0% | +36.3% | -16.3% | +13.6% |
| 6M | +119.9% | +34.5% | +85.4% | +108.6% |
| YTD | +102.3% | +57.4% | +44.9% | +85.8% |
| 1Y | +148.0% | +62.9% | +85.1% | +126.1% |
| 3Y | +450.0% | +229.5% | +220.5% | +360.7% |
| All | +447.8% | +247.8% | +200.0% | +391.1% |
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 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