-23.1%
BA vs SE
-79.0%
+55.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.7% | +3.1% | -1.5% |
| 7D | -0.1% | -1.2% | +1.1% | +0.1% |
| 30D | -9.1% | -21.7% | +12.5% | -5.1% |
| 3M | -28.2% | -34.2% | +6.0% | -22.8% |
| 6M | -23.1% | -10.5% | -12.6% | -22.4% |
| YTD | -20.6% | -40.7% | +20.2% | -14.0% |
| 1Y | -12.7% | -52.1% | +39.3% | -1.9% |
| 3Y | -11.6% | +68.9% | -80.4% | -23.2% |
| 5Y | -23.1% | -78.9% | +55.7% | -4.4% |
| All | -23.1% | -79.0% | +55.9% | -4.4% |
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