+1,008.9%
BE vs SE
+683.2%
+325.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.1% | +8.5% | +9.2% |
| 7D | +29.8% | +0.6% | +29.2% | +29.5% |
| 30D | +26.4% | -0.1% | +26.5% | +25.6% |
| 3M | +9.3% | +34.1% | -24.8% | -4.0% |
| 6M | +105.1% | +23.2% | +81.8% | +82.9% |
| YTD | +219.0% | -11.2% | +230.2% | +220.7% |
| 1Y | +418.8% | -40.5% | +459.3% | +515.8% |
| 3Y | +1,784.6% | +196.3% | +1,588.3% | +1,013.4% |
| 5Y | +1,251.0% | -67.0% | +1,318.0% | +1,571.1% |
| All | +1,008.9% | +683.2% | +325.7% | +491.2% |
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