-21.9%
BA vs SE
-77.7%
+55.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.1% |
| 7D | -1.7% | +3.3% | -5.0% | -2.3% |
| 30D | -9.5% | -18.2% | +8.7% | -6.2% |
| 3M | -26.5% | -31.3% | +4.8% | -21.6% |
| 6M | -27.4% | -10.1% | -17.3% | -26.7% |
| YTD | -20.6% | -38.9% | +18.3% | -14.6% |
| 1Y | -11.4% | -48.0% | +36.6% | -2.0% |
| 3Y | -10.8% | +78.8% | -89.6% | -23.4% |
| 5Y | -21.9% | -77.1% | +55.2% | -4.6% |
| All | -21.9% | -77.7% | +55.7% | -4.6% |
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