+47.9%
SO vs EXC
+26.3%
+21.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | +0.2% |
| 7D | -1.5% | -1.2% | -0.3% | -0.8% |
| 30D | +8.1% | +10.0% | -1.9% | +1.8% |
| 3M | +0.2% | +1.6% | -1.4% | -0.9% |
| 6M | +0.4% | +3.3% | -2.9% | -1.7% |
| YTD | +8.5% | +7.6% | +0.9% | +3.4% |
| 1Y | +4.9% | +3.5% | +1.5% | +2.4% |
| 3Y | +47.9% | +27.7% | +20.2% | +26.5% |
| All | +47.9% | +26.3% | +21.6% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 3y: compounded portfolio wealth divided by compounded EXC 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…
3y analysis · Full analysis span regression · 6 months rolling