+90.1%
SO vs EXE
+155.8%
-65.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | -1.1% | -3.9% | +2.8% | -0.8% |
| 30D | +8.6% | -2.6% | +11.1% | +8.8% |
| 3M | +1.8% | -6.9% | +8.6% | +2.3% |
| 6M | +3.6% | -9.3% | +12.9% | +4.3% |
| YTD | +9.9% | -20.7% | +30.7% | +11.6% |
| 1Y | +5.7% | -21.8% | +27.5% | +7.4% |
| 3Y | +52.5% | +16.2% | +36.3% | +49.1% |
| 5Y | +77.3% | +61.1% | +16.2% | +71.9% |
| All | +90.1% | +155.8% | -65.7% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling