+167.3%
B vs SE
+63.8%
+103.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | -6.2% | -1.5% | -4.7% | -6.0% |
| 30D | -6.6% | -22.3% | +15.7% | -3.2% |
| 3M | -7.9% | -41.8% | +34.0% | -0.5% |
| 6M | -16.8% | -22.4% | +5.6% | -14.4% |
| YTD | -11.7% | -41.6% | +29.9% | -6.3% |
| 1Y | +3.5% | -48.0% | +51.5% | +11.1% |
| All | +167.3% | +63.8% | +103.5% | +166.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling