+562.3%
SE vs BAX
-56.2%
+618.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | -4.8% | -5.4% | +0.7% | -3.0% |
| 30D | -18.1% | -12.4% | -5.7% | -14.4% |
| 3M | +30.6% | +19.1% | +11.5% | +21.7% |
| 6M | +20.8% | +38.6% | -17.8% | +6.1% |
| YTD | -15.6% | +26.7% | -42.3% | -24.0% |
| 1Y | -44.2% | +1.0% | -45.2% | -46.0% |
| 3Y | +181.5% | -33.9% | +215.4% | +206.0% |
| 5Y | -66.9% | -67.0% | +0.1% | -50.1% |
| All | +562.3% | -56.2% | +618.5% | +830.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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