+53.9%
F vs SE
-68.6%
+122.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +5.3% | -6.1% | +11.4% | +6.4% |
| 30D | +4.6% | -2.5% | +7.0% | +4.8% |
| 3M | -3.7% | +21.7% | -25.4% | -7.4% |
| 6M | +16.8% | +27.0% | -10.2% | +10.6% |
| YTD | +15.3% | -12.1% | +27.4% | +16.1% |
| 1Y | +31.0% | -40.9% | +71.9% | +41.0% |
| 3Y | +45.4% | +191.0% | -145.6% | +10.1% |
| All | +53.9% | -68.6% | +122.6% | +43.2% |
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