+737.9%
BE vs SE
+411.3%
+326.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -3.7% | +16.6% | +14.4% |
| 7D | +4.5% | -7.7% | +12.3% | +8.1% |
| 30D | -20.1% | -22.8% | +2.7% | -11.8% |
| 3M | -0.8% | -43.7% | +42.9% | +23.3% |
| 6M | -26.2% | -12.8% | -13.4% | -24.4% |
| YTD | +141.1% | -42.0% | +183.1% | +184.8% |
| 1Y | +64.8% | -48.0% | +112.9% | +105.7% |
| 3Y | +1,887.4% | +62.7% | +1,824.7% | +1,387.0% |
| 5Y | +518.1% | -77.8% | +595.9% | +793.0% |
| All | +737.9% | +411.3% | +326.5% | +425.0% |
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