+597.0%
SE vs BG
+128.9%
+468.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | +0.2% |
| 7D | +0.6% | +2.4% | -1.8% | +0.1% |
| 30D | -0.1% | +15.0% | -15.1% | -3.2% |
| 3M | +34.1% | -0.7% | +34.8% | +33.6% |
| 6M | +23.2% | +7.5% | +15.7% | +20.1% |
| YTD | -11.2% | +41.6% | -52.8% | -19.2% |
| 1Y | -40.5% | +50.7% | -91.2% | -47.2% |
| 3Y | +196.3% | +20.3% | +176.0% | +174.7% |
| 5Y | -67.0% | +85.2% | -152.3% | -73.8% |
| All | +597.0% | +128.9% | +468.1% | +425.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling