+130.7%
C vs SE
-68.6%
+199.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +3.6% | -6.1% | +9.7% | +4.6% |
| 30D | +0.1% | -2.5% | +2.5% | +0.2% |
| 3M | +2.4% | +21.7% | -19.3% | -0.9% |
| 6M | +24.9% | +27.0% | -2.1% | +19.6% |
| YTD | +19.8% | -12.1% | +31.9% | +20.5% |
| 1Y | +44.9% | -40.9% | +85.8% | +53.8% |
| 3Y | +263.0% | +191.0% | +72.0% | +206.8% |
| All | +130.7% | -68.6% | +199.3% | +123.9% |
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