+597.0%
SE vs ALL
+232.0%
+365.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.8% |
| 7D | +0.6% | -1.7% | +2.3% | +1.1% |
| 30D | -0.1% | -4.7% | +4.6% | +1.2% |
| 3M | +34.1% | +18.4% | +15.8% | +25.9% |
| 6M | +23.2% | +20.5% | +2.7% | +14.6% |
| YTD | -11.2% | +23.5% | -34.7% | -18.4% |
| 1Y | -40.5% | +29.0% | -69.5% | -46.3% |
| 3Y | +196.3% | +153.7% | +42.6% | +102.3% |
| 5Y | -67.0% | +114.8% | -181.8% | -76.3% |
| All | +597.0% | +232.0% | +365.0% | +292.2% |
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