+553.4%
SE vs BG
+126.2%
+427.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.0% |
| 7D | -5.2% | +3.1% | -8.3% | -5.8% |
| 30D | -17.1% | +10.2% | -27.3% | -18.9% |
| 3M | +24.0% | -1.7% | +25.7% | +23.8% |
| 6M | +21.0% | +1.0% | +20.0% | +19.7% |
| YTD | -16.7% | +39.9% | -56.6% | -24.1% |
| 1Y | -45.9% | +53.2% | -99.2% | -52.2% |
| 3Y | +177.8% | +16.3% | +161.6% | +160.0% |
| 5Y | -67.4% | +83.9% | -151.2% | -74.0% |
| All | +553.4% | +126.2% | +427.2% | +393.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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