+113.6%
C vs SE
-78.1%
+191.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.2% | +2.1% |
| 7D | -0.4% | -7.7% | +7.3% | +0.8% |
| 30D | -5.3% | -22.8% | +17.5% | -1.8% |
| 3M | -8.0% | -43.7% | +35.7% | -0.3% |
| 6M | -0.3% | -12.8% | +12.6% | +0.8% |
| YTD | +8.6% | -42.0% | +50.6% | +15.9% |
| 1Y | +25.8% | -48.0% | +73.8% | +36.1% |
| 3Y | +221.2% | +62.7% | +158.5% | +194.1% |
| 5Y | +113.6% | -77.8% | +191.4% | +122.4% |
| All | +113.6% | -78.1% | +191.6% | +122.4% |
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 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