-17.2%
F vs SE
-78.2%
+60.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | 0.0% | -20.9% | +21.0% | +3.9% |
| 3M | -13.2% | -38.9% | +25.7% | -6.0% |
| 6M | -10.2% | -19.4% | +9.2% | -7.8% |
| YTD | -4.9% | -40.9% | +36.0% | +2.1% |
| 1Y | -6.1% | -46.2% | +40.1% | +2.4% |
| 3Y | +46.0% | +63.7% | -17.8% | +23.1% |
| All | -17.2% | -78.2% | +60.9% | -38.5% |
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