-15.8%
F vs SE
-78.1%
+62.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.0% |
| 7D | -3.9% | -1.5% | -2.4% | -3.7% |
| 30D | -0.5% | -22.3% | +21.9% | +3.7% |
| 3M | -12.9% | -41.8% | +28.9% | -4.9% |
| 6M | +1.5% | -22.4% | +23.9% | +4.9% |
| YTD | -5.0% | -41.6% | +36.6% | +2.2% |
| 1Y | -7.3% | -48.0% | +40.7% | +1.7% |
| 3Y | +45.3% | +63.9% | -18.6% | +22.4% |
| 5Y | -15.8% | -78.2% | +62.4% | -36.4% |
| All | -15.8% | -78.1% | +62.3% | -36.4% |
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