+45.6%
SO vs EXEL
+164.9%
-119.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.2% | +8.4% | -8.5% | -0.4% |
| 30D | -4.6% | +4.1% | -8.7% | -4.7% |
| 3M | -3.0% | +12.4% | -15.5% | -3.5% |
| 6M | -8.3% | +41.5% | -49.8% | -9.5% |
| YTD | +3.5% | +34.6% | -31.1% | +2.3% |
| 1Y | -0.9% | +57.9% | -58.8% | -3.0% |
| All | +45.6% | +164.9% | -119.3% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling