+568.6%
SE vs A
+130.2%
+438.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.6% | -3.1% |
| 7D | -3.6% | -4.4% | +0.8% | -0.6% |
| 30D | -5.3% | -2.7% | -2.6% | -3.7% |
| 3M | +28.1% | +7.0% | +21.0% | +20.9% |
| 6M | +20.7% | +24.6% | -4.0% | -0.1% |
| YTD | -14.8% | +7.0% | -21.8% | -21.5% |
| 1Y | -43.6% | +15.6% | -59.2% | -51.8% |
| 3Y | +184.2% | +29.9% | +154.3% | +100.3% |
| 5Y | -66.3% | -15.4% | -50.9% | -65.1% |
| All | +568.6% | +130.2% | +438.4% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling