+465.4%
BE vs SE
-77.7%
+543.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.9% | +9.0% | +10.8% |
| 7D | -1.2% | +3.3% | -4.5% | -2.1% |
| 30D | -30.9% | -18.2% | -12.7% | -25.3% |
| 3M | -11.6% | -31.3% | +19.7% | +1.2% |
| 6M | -25.7% | -10.1% | -15.6% | -24.8% |
| YTD | +123.1% | -38.9% | +162.0% | +159.0% |
| 1Y | +43.4% | -48.0% | +91.4% | +79.7% |
| 3Y | +1,683.6% | +78.8% | +1,604.8% | +1,198.3% |
| 5Y | +465.4% | -77.1% | +542.5% | +685.8% |
| All | +465.4% | -77.7% | +543.1% | +685.8% |
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