+126.1%
C vs SE
+358.6%
-232.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +4.7% | -1.5% | +6.2% | +4.9% |
| 30D | +0.2% | -22.3% | +22.5% | +3.6% |
| 3M | -9.3% | -41.8% | +32.5% | -2.6% |
| 6M | -0.8% | -22.4% | +21.5% | +1.9% |
| YTD | +8.5% | -41.6% | +50.1% | +15.2% |
| 1Y | +23.1% | -48.0% | +71.1% | +32.6% |
| 3Y | +220.8% | +63.9% | +156.9% | +192.3% |
| 5Y | +112.4% | -78.2% | +190.6% | +131.5% |
| All | +126.1% | +358.6% | -232.5% | +59.8% |
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 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