+125.4%
SU vs EXEL
+160.7%
-35.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +1.7% | -2.9% | +4.5% | +1.8% |
| 30D | +9.6% | +11.9% | -2.3% | +9.2% |
| 3M | +11.7% | +9.2% | +2.5% | +11.3% |
| 6M | +21.9% | +39.1% | -17.2% | +19.6% |
| YTD | +58.6% | +31.0% | +27.6% | +56.2% |
| 1Y | +66.5% | +52.3% | +14.2% | +61.6% |
| All | +125.4% | +160.7% | -35.3% | +108.1% |
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