-15.8%
F vs SE
-78.9%
+63.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.7% |
| 7D | +1.6% | +2.0% | -0.5% | +1.2% |
| 30D | +2.6% | -20.0% | +22.6% | +6.4% |
| 3M | -8.8% | -31.8% | +23.0% | -3.2% |
| 6M | +4.6% | -15.9% | +20.5% | +6.4% |
| YTD | -1.9% | -40.6% | +38.7% | +5.3% |
| 1Y | -0.8% | -50.7% | +49.9% | +9.8% |
| 3Y | +43.5% | +70.3% | -26.8% | +20.0% |
| All | -15.8% | -78.9% | +63.1% | -32.6% |
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