+568.6%
SE vs BB
-30.7%
+599.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.7% |
| 7D | -3.6% | +1.8% | -5.5% | -4.1% |
| 30D | -5.3% | -12.2% | +6.9% | -2.4% |
| 3M | +28.1% | -12.3% | +40.4% | +29.6% |
| 6M | +20.7% | +122.7% | -102.0% | -6.2% |
| YTD | -14.8% | +104.5% | -119.3% | -32.2% |
| 1Y | -43.6% | +106.7% | -150.2% | -55.7% |
| 3Y | +184.2% | +70.0% | +114.3% | +116.3% |
| 5Y | -66.3% | -27.8% | -38.5% | -69.0% |
| All | +568.6% | -30.7% | +599.3% | +367.0% |
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