+589.4%
SE vs ALL
+240.0%
+349.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.5% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | -2.5% | -1.5% | -1.0% | -2.3% |
| 3M | +21.7% | +23.6% | -1.9% | +12.5% |
| 6M | +27.0% | +22.3% | +4.7% | +17.6% |
| YTD | -12.1% | +26.5% | -38.7% | -19.9% |
| 1Y | -40.9% | +27.0% | -67.9% | -46.3% |
| 3Y | +191.0% | +149.6% | +41.4% | +100.5% |
| 5Y | -68.3% | +118.1% | -186.4% | -77.3% |
| All | +589.4% | +240.0% | +349.4% | +285.1% |
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