+64.2%
F vs SE
+365.4%
-301.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.7% | +4.6% | -0.2% |
| 7D | +1.4% | -1.2% | +2.6% | +1.5% |
| 30D | +2.0% | -21.7% | +23.7% | +5.8% |
| 3M | -10.4% | -34.2% | +23.8% | -4.7% |
| 6M | +9.7% | -10.5% | +20.2% | +10.4% |
| YTD | -1.2% | -40.7% | +39.5% | +5.5% |
| 1Y | 0.0% | -52.1% | +52.1% | +10.2% |
| 3Y | +41.1% | +68.9% | -27.8% | +21.8% |
| 5Y | -11.4% | -78.9% | +67.4% | -5.9% |
| All | +64.2% | +365.4% | -301.3% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling