+363.5%
SE vs BG
+87.8%
+275.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +0.8% |
| 7D | -0.5% | +2.6% | -3.1% | -1.0% |
| 30D | -20.9% | -6.7% | -14.3% | -19.8% |
| 3M | -38.9% | -9.3% | -29.6% | -37.8% |
| 6M | -19.4% | -18.3% | -1.1% | -16.5% |
| YTD | -40.9% | +16.2% | -57.1% | -44.1% |
| 1Y | -46.2% | +7.6% | -53.8% | -48.1% |
| 3Y | +63.7% | +6.6% | +57.2% | +54.6% |
| 5Y | -77.9% | +22.2% | -100.1% | -80.4% |
| All | +363.5% | +87.8% | +275.7% | +263.2% |
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