+64.0%
F vs SE
+379.8%
-315.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.2% |
| 7D | -0.6% | +3.3% | -3.9% | -1.2% |
| 30D | +2.9% | -18.2% | +21.0% | +6.0% |
| 3M | -9.5% | -31.3% | +21.8% | -4.4% |
| 6M | +4.0% | -10.1% | +14.1% | +4.6% |
| YTD | -1.3% | -38.9% | +37.6% | +4.9% |
| 1Y | -1.9% | -48.0% | +46.1% | +6.6% |
| 3Y | +53.5% | +78.8% | -25.3% | +31.3% |
| 5Y | -15.1% | -77.1% | +62.0% | -10.8% |
| All | +64.0% | +379.8% | -315.7% | +15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling