+1,839.4%
SO vs EXEL
+273.2%
+1,566.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.2% | +8.4% | -8.5% | -0.5% |
| 30D | -4.6% | +4.1% | -8.7% | -4.8% |
| 3M | -3.0% | +12.4% | -15.5% | -3.5% |
| 6M | -8.3% | +41.5% | -49.8% | -9.6% |
| YTD | +3.5% | +34.6% | -31.1% | +2.1% |
| 1Y | -0.9% | +57.9% | -58.8% | -3.0% |
| 3Y | +45.4% | +159.5% | -114.1% | +38.7% |
| 5Y | +59.6% | +198.5% | -138.9% | +50.9% |
| 10Y | +156.6% | +411.4% | -254.7% | +132.8% |
| All | +1,839.4% | +273.2% | +1,566.3% | +1,510.5% |
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