+216.1%
C vs SE
+74.0%
+142.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -0.4% | 0.0% | -0.4% | -0.3% |
| 30D | -5.2% | -19.4% | +14.2% | -2.0% |
| 3M | -9.1% | -33.1% | +24.0% | -3.5% |
| 6M | -1.6% | -11.4% | +9.9% | -0.9% |
| YTD | +6.9% | -39.8% | +46.7% | +14.4% |
| 1Y | +23.0% | -50.5% | +73.4% | +35.7% |
| 3Y | +216.1% | +68.9% | +147.3% | +227.6% |
| All | +216.1% | +74.0% | +142.2% | +227.6% |
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