+184.3%
SE vs BG
+19.0%
+165.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | -3.6% | +0.5% | -4.2% | -3.6% |
| 30D | -5.3% | +10.3% | -15.6% | -5.0% |
| 3M | +28.1% | -1.9% | +30.0% | +28.6% |
| 6M | +20.7% | +5.2% | +15.4% | +20.9% |
| YTD | -14.8% | +41.2% | -55.9% | -15.3% |
| 1Y | -43.6% | +50.5% | -94.1% | -44.0% |
| All | +184.3% | +19.0% | +165.3% | +180.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling