+45.6%
SO vs EXE
+20.7%
+24.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.7% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -4.6% | +8.5% | -13.0% | -5.1% |
| 3M | -3.0% | +5.5% | -8.5% | -3.4% |
| 6M | -8.3% | -5.9% | -2.4% | -8.1% |
| YTD | +3.5% | -9.7% | +13.2% | +3.9% |
| 1Y | -0.9% | +3.6% | -4.5% | -1.4% |
| All | +45.6% | +20.7% | +24.9% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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