+1,932.6%
SO vs EXEL
+340.0%
+1,592.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.1% |
| 7D | -1.5% | +0.3% | -1.7% | -1.5% |
| 30D | +8.1% | +19.0% | -11.0% | +7.3% |
| 3M | +0.2% | +33.3% | -33.1% | -1.0% |
| 6M | +0.4% | +42.9% | -42.5% | -1.1% |
| YTD | +8.5% | +58.7% | -50.2% | +6.3% |
| 1Y | +4.9% | +70.5% | -65.6% | +2.5% |
| 3Y | +47.9% | +233.8% | -185.9% | +39.8% |
| 5Y | +75.7% | +259.3% | -183.7% | +64.9% |
| 10Y | +178.0% | +484.1% | -306.1% | +151.2% |
| All | +1,932.6% | +340.0% | +1,592.6% | +1,576.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling