-31.7%
BA vs SE
+363.8%
-395.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.2% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -7.1% | -20.9% | +13.8% | -3.1% |
| 3M | -25.5% | -38.9% | +13.3% | -18.5% |
| 6M | -28.7% | -19.4% | -9.3% | -26.4% |
| YTD | -21.0% | -40.9% | +19.9% | -14.4% |
| 1Y | -11.9% | -46.2% | +34.3% | -2.9% |
| 3Y | -16.2% | +63.7% | -79.9% | -27.5% |
| 5Y | -22.4% | -77.9% | +55.5% | -10.3% |
| All | -31.7% | +363.8% | -395.4% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling