+365.7%
SE vs BAX
-53.3%
+419.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +2.0% | +12.1% | -10.1% | -1.9% |
| 30D | -20.0% | +7.6% | -27.6% | -22.1% |
| 3M | -31.8% | -4.5% | -27.3% | -30.9% |
| 6M | -15.9% | +52.0% | -67.9% | -28.4% |
| YTD | -40.6% | +35.1% | -75.8% | -47.8% |
| 1Y | -50.7% | +43.7% | -94.4% | -57.8% |
| 3Y | +70.3% | -20.9% | +91.2% | +72.0% |
| 5Y | -78.8% | -63.5% | -15.3% | -69.3% |
| All | +365.7% | -53.3% | +419.0% | +538.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling