+372.3%
SE vs BB
-18.2%
+390.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | 0.0% | +11.6% | -11.6% | -2.6% |
| 30D | -19.4% | +2.6% | -22.0% | -20.5% |
| 3M | -33.1% | +3.5% | -36.6% | -34.7% |
| 6M | -11.4% | +43.5% | -54.9% | -22.7% |
| YTD | -39.8% | +141.2% | -181.0% | -54.6% |
| 1Y | -50.5% | +97.4% | -147.9% | -60.8% |
| 3Y | +68.9% | +151.1% | -82.2% | +15.2% |
| 5Y | -77.1% | -12.8% | -64.3% | -80.0% |
| All | +372.3% | -18.2% | +390.6% | +212.6% |
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