+126.0%
C vs SE
+363.8%
-237.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.2% |
| 7D | +4.2% | -0.5% | +4.7% | +4.2% |
| 30D | +2.0% | -20.9% | +22.9% | +5.2% |
| 3M | -10.1% | -38.9% | +28.8% | -4.1% |
| 6M | +1.0% | -19.4% | +20.4% | +3.2% |
| YTD | +8.5% | -40.9% | +49.4% | +15.0% |
| 1Y | +25.7% | -46.2% | +71.9% | +34.8% |
| 3Y | +216.0% | +63.7% | +152.3% | +188.0% |
| 5Y | +112.3% | -77.9% | +190.2% | +131.0% |
| All | +126.0% | +363.8% | -237.7% | +59.5% |
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