+208.1%
C vs SE
+64.9%
+143.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.4% | +2.0% | -4.4% | -2.7% |
| 30D | -6.0% | -20.0% | +14.0% | -2.7% |
| 3M | -10.5% | -31.8% | +21.2% | -5.4% |
| 6M | -5.7% | -15.9% | +10.2% | -4.2% |
| YTD | +4.1% | -40.6% | +44.8% | +11.7% |
| 1Y | +20.5% | -50.7% | +71.2% | +33.1% |
| 3Y | +208.1% | +70.3% | +137.8% | +218.4% |
| All | +208.1% | +64.9% | +143.2% | +218.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling