+138.0%
B vs SE
-78.9%
+216.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +9.6% | +2.0% | +7.6% | +9.4% |
| 30D | +3.5% | -20.0% | +23.5% | +5.4% |
| 3M | -1.6% | -31.8% | +30.2% | +1.3% |
| 6M | -1.7% | -15.9% | +14.2% | -0.7% |
| YTD | -5.3% | -40.6% | +35.3% | -2.1% |
| 1Y | +27.2% | -50.7% | +77.9% | +33.0% |
| 3Y | +166.1% | +70.3% | +95.8% | +158.5% |
| All | +138.0% | -78.9% | +216.8% | +156.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling