+70.3%
SE vs BAX
-19.9%
+90.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +2.0% | +12.1% | -10.1% | -0.2% |
| 30D | -20.0% | +7.6% | -27.6% | -21.2% |
| 3M | -31.8% | -4.5% | -27.3% | -31.3% |
| 6M | -15.9% | +52.0% | -67.9% | -23.0% |
| YTD | -40.6% | +35.1% | -75.8% | -44.5% |
| 1Y | -50.7% | +43.7% | -94.4% | -54.4% |
| 3Y | +70.3% | -20.9% | +91.2% | +72.7% |
| All | +70.3% | -19.9% | +90.2% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling