+162.0%
SO vs EXEL
+378.5%
-216.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.8% |
| 7D | 0.0% | -0.3% | +0.4% | 0.0% |
| 30D | -2.5% | +10.1% | -12.6% | -3.0% |
| 3M | -4.2% | +10.1% | -14.3% | -4.7% |
| 6M | -7.7% | +37.7% | -45.3% | -9.4% |
| YTD | +3.8% | +33.1% | -29.3% | +1.9% |
| 1Y | +0.1% | +52.4% | -52.3% | -2.7% |
| 3Y | +44.2% | +163.8% | -119.6% | +34.5% |
| 5Y | +57.9% | +198.5% | -140.7% | +45.3% |
| 10Y | +162.0% | +386.9% | -224.9% | +147.7% |
| All | +162.0% | +378.5% | -216.5% | +147.7% |
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