+643.2%
GEV vs SE
+105.1%
+538.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.8% |
| 7D | +8.1% | +0.6% | +7.5% | +7.9% |
| 30D | -1.9% | -0.1% | -1.8% | -2.5% |
| 3M | +4.1% | +34.1% | -30.1% | -7.3% |
| 6M | +23.2% | +23.2% | 0.0% | +11.7% |
| YTD | +48.9% | -11.2% | +60.1% | +52.1% |
| 1Y | +62.2% | -40.5% | +102.7% | +97.2% |
| All | +643.2% | +105.1% | +538.1% | +445.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling