+372.3%
SE vs ALL
+242.0%
+130.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -2.4% |
| 7D | 0.0% | -0.1% | +0.2% | 0.0% |
| 30D | -19.4% | +13.8% | -33.2% | -22.7% |
| 3M | -33.1% | -2.8% | -30.3% | -32.9% |
| 6M | -11.4% | +23.7% | -35.1% | -18.5% |
| YTD | -39.8% | +27.3% | -67.1% | -45.4% |
| 1Y | -50.5% | +30.5% | -81.0% | -55.6% |
| 3Y | +68.9% | +113.0% | -44.1% | +23.7% |
| 5Y | -77.1% | +157.6% | -234.7% | -84.6% |
| All | +372.3% | +242.0% | +130.3% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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