+200.4%
B vs SE
+197.9%
+2.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | -6.1% | +4.5% | -0.8% |
| 30D | +9.4% | -2.5% | +11.9% | +9.5% |
| 3M | +5.0% | +21.7% | -16.7% | +1.7% |
| 6M | -3.5% | +27.0% | -30.5% | -7.5% |
| YTD | +4.5% | -12.1% | +16.6% | +4.6% |
| 1Y | +67.8% | -40.9% | +108.7% | +73.8% |
| All | +200.4% | +197.9% | +2.6% | +188.8% |
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