+1,076.1%
BE vs SE
-68.6%
+1,144.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.2% | +7.7% |
| 7D | +20.0% | -6.1% | +26.1% | +22.8% |
| 30D | +7.9% | -2.5% | +10.4% | +8.1% |
| 3M | -13.2% | +21.7% | -34.9% | -20.6% |
| 6M | +53.5% | +27.0% | +26.5% | +35.3% |
| YTD | +191.0% | -12.1% | +203.2% | +194.3% |
| 1Y | +360.5% | -40.9% | +401.4% | +448.6% |
| 3Y | +1,568.0% | +191.0% | +1,377.0% | +906.2% |
| All | +1,076.1% | -68.6% | +1,144.8% | +1,302.9% |
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