+1,959.6%
SO vs EXEL
+353.7%
+1,605.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +1.2% |
| 7D | -1.1% | +2.3% | -3.4% | -1.2% |
| 30D | +8.6% | +19.8% | -11.3% | +7.8% |
| 3M | +1.8% | +32.7% | -30.9% | +0.6% |
| 6M | +3.6% | +49.0% | -45.3% | +1.9% |
| YTD | +9.9% | +63.7% | -53.7% | +7.6% |
| 1Y | +5.7% | +75.8% | -70.1% | +3.1% |
| 3Y | +52.5% | +241.3% | -188.8% | +44.0% |
| 5Y | +77.3% | +289.0% | -211.7% | +66.0% |
| 10Y | +186.8% | +377.6% | -190.8% | +161.2% |
| All | +1,959.6% | +353.7% | +1,605.9% | +1,596.6% |
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