+455.3%
SN vs EXEL
+261.6%
+193.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.4% |
| 7D | +7.6% | +2.3% | +5.3% | +7.2% |
| 30D | +24.1% | +19.8% | +4.2% | +20.3% |
| 3M | +23.7% | +32.7% | -9.0% | +17.7% |
| 6M | +105.5% | +49.0% | +56.6% | +91.4% |
| YTD | +105.1% | +63.7% | +41.4% | +87.1% |
| 1Y | +148.3% | +75.8% | +72.5% | +123.4% |
| 3Y | +438.7% | +241.3% | +197.4% | +348.3% |
| All | +455.3% | +261.6% | +193.7% | +394.5% |
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