+240.1%
B vs SE
+589.8%
-349.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 6M | -3.5% | +27.0% | -30.5% | -5.6% |
| YTD | +4.5% | -12.1% | +16.6% | +4.8% |
| 1Y | +67.8% | -40.9% | +108.7% | +72.4% |
| 3Y | +196.7% | +191.0% | +5.7% | +174.0% |
| 5Y | +151.9% | -68.3% | +220.2% | +155.7% |
| All | +240.1% | +589.8% | -349.7% | +190.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling