+149.6%
C vs SE
+589.8%
-440.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +3.6% | -6.1% | +9.7% | +4.5% |
| 30D | +0.1% | -2.5% | +2.5% | +0.2% |
| 3M | +2.4% | +21.7% | -19.3% | -0.8% |
| 6M | +24.9% | +27.0% | -2.1% | +19.9% |
| YTD | +19.8% | -12.1% | +31.9% | +20.5% |
| 1Y | +44.9% | -40.9% | +85.8% | +53.4% |
| 3Y | +263.0% | +191.0% | +72.0% | +206.0% |
| 5Y | +129.5% | -68.3% | +197.8% | +137.6% |
| All | +149.6% | +589.8% | -440.1% | +67.1% |
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