+187.6%
B vs SE
+358.6%
-171.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | -6.2% | -1.5% | -4.7% | -6.1% |
| 30D | -6.6% | -22.3% | +15.7% | -4.8% |
| 3M | -7.9% | -41.8% | +34.0% | -4.1% |
| 6M | -16.8% | -22.4% | +5.6% | -15.5% |
| YTD | -11.7% | -41.6% | +29.9% | -8.7% |
| 1Y | +3.5% | -48.0% | +51.5% | +7.8% |
| 3Y | +165.7% | +63.9% | +101.9% | +155.8% |
| 5Y | +108.4% | -78.2% | +186.6% | +117.7% |
| All | +187.6% | +358.6% | -171.0% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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