+157.6%
B vs SE
-68.6%
+226.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | -6.1% | +4.5% | -1.1% |
| 30D | +9.4% | -2.5% | +11.9% | +9.5% |
| 3M | +5.0% | +21.7% | -16.7% | +3.1% |
| 6M | -3.5% | +27.0% | -30.5% | -5.8% |
| YTD | +4.5% | -12.1% | +16.6% | +4.7% |
| 1Y | +67.8% | -40.9% | +108.7% | +72.2% |
| 3Y | +196.7% | +191.0% | +5.7% | +177.0% |
| All | +157.6% | -68.6% | +226.3% | +154.1% |
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