+115.9%
C vs SE
+365.4%
-249.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.7% | +0.6% | -4.3% |
| 7D | -5.3% | -1.2% | -4.1% | -5.1% |
| 30D | -7.3% | -21.7% | +14.3% | -4.3% |
| 3M | -13.5% | -34.2% | +20.7% | -8.8% |
| 6M | -6.5% | -10.5% | +4.0% | -5.9% |
| YTD | +3.6% | -40.7% | +44.3% | +9.8% |
| 1Y | +18.9% | -52.1% | +71.0% | +29.4% |
| 3Y | +205.0% | +68.9% | +136.1% | +176.8% |
| 5Y | +109.4% | -78.9% | +188.2% | +129.1% |
| All | +115.9% | +365.4% | -249.5% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling