+372.3%
SE vs ARWR
+1,118.9%
-746.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | 0.0% | -17.7% | +17.7% | +4.3% |
| 30D | -19.4% | -21.9% | +2.5% | -15.0% |
| 3M | -33.1% | -44.5% | +11.4% | -23.6% |
| 6M | -11.4% | -32.6% | +21.1% | -4.7% |
| YTD | -39.8% | -26.2% | -13.6% | -37.2% |
| 1Y | -50.5% | +23.0% | -73.4% | -55.4% |
| 3Y | +68.9% | +81.8% | -12.9% | +20.8% |
| 5Y | -77.1% | -36.0% | -41.1% | -79.4% |
| All | +372.3% | +1,118.9% | -746.6% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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