+185.7%
B vs SE
+363.8%
-178.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | -7.3% | -0.5% | -6.8% | -7.3% |
| 30D | -3.3% | -20.9% | +17.6% | -1.6% |
| 3M | -7.8% | -38.9% | +31.1% | -4.4% |
| 6M | -15.5% | -19.4% | +3.9% | -14.4% |
| YTD | -12.3% | -40.9% | +28.7% | -9.4% |
| 1Y | +5.4% | -46.2% | +51.6% | +9.5% |
| 3Y | +165.5% | +63.7% | +101.8% | +155.5% |
| 5Y | +107.0% | -77.9% | +184.9% | +116.0% |
| All | +185.7% | +363.8% | -178.1% | +151.0% |
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