+265.2%
SU vs EXEL
+375.2%
-110.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +0.1% |
| 7D | +2.2% | -4.9% | +7.1% | +2.9% |
| 30D | +8.4% | +11.4% | -3.0% | +7.0% |
| 3M | +12.1% | +4.9% | +7.2% | +11.2% |
| 6M | +19.7% | +34.4% | -14.8% | +14.4% |
| YTD | +58.4% | +28.0% | +30.4% | +52.2% |
| 1Y | +67.2% | +43.6% | +23.6% | +57.7% |
| 3Y | +125.0% | +155.2% | -30.2% | +91.5% |
| 5Y | +355.1% | +181.2% | +173.9% | +276.4% |
| All | +265.2% | +375.2% | -110.0% | +209.8% |
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