+365.7%
SE vs ALL
+233.8%
+132.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +1.5% |
| 7D | +2.0% | -1.9% | +4.0% | +2.6% |
| 30D | -20.0% | +13.8% | -33.8% | -23.3% |
| 3M | -31.8% | -7.0% | -24.8% | -30.6% |
| 6M | -15.9% | +18.0% | -33.9% | -21.4% |
| YTD | -40.6% | +24.2% | -64.8% | -45.7% |
| 1Y | -50.7% | +31.2% | -81.9% | -55.9% |
| 3Y | +70.3% | +107.5% | -37.2% | +25.9% |
| 5Y | -78.8% | +144.8% | -223.6% | -85.5% |
| All | +365.7% | +233.8% | +132.0% | +160.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling