+358.3%
SE vs BB
-18.4%
+376.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.4% |
| 7D | -1.5% | +9.0% | -10.4% | -3.6% |
| 30D | -22.3% | +7.7% | -30.0% | -24.3% |
| 3M | -41.8% | +4.0% | -45.8% | -43.3% |
| 6M | -22.4% | +46.6% | -69.0% | -32.7% |
| YTD | -41.6% | +140.6% | -182.2% | -56.0% |
| 1Y | -48.0% | +103.1% | -151.1% | -59.2% |
| 3Y | +63.9% | +150.5% | -86.7% | +11.8% |
| 5Y | -78.2% | -15.4% | -62.8% | -80.9% |
| All | +358.3% | -18.4% | +376.7% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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