-78.0%
SE vs ALL
+161.6%
-239.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | -0.5% | +5.0% | -5.5% | -1.7% |
| 30D | -20.9% | +13.3% | -34.3% | -23.4% |
| 3M | -38.9% | +3.2% | -42.1% | -39.5% |
| 6M | -19.4% | +25.3% | -44.8% | -25.0% |
| YTD | -40.9% | +30.5% | -71.4% | -45.9% |
| 1Y | -46.2% | +29.2% | -75.4% | -50.6% |
| 3Y | +63.7% | +119.1% | -55.4% | +22.4% |
| All | -78.0% | +161.6% | -239.6% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling