+553.4%
SE vs BR
+132.8%
+420.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | -5.2% | -3.0% | -2.2% | -3.2% |
| 30D | -17.1% | -0.3% | -16.8% | -17.1% |
| 3M | +24.0% | +17.3% | +6.7% | +8.9% |
| 6M | +21.0% | -6.7% | +27.7% | +25.0% |
| YTD | -16.7% | -23.4% | +6.7% | -1.2% |
| 1Y | -45.9% | -32.7% | -13.3% | -29.4% |
| 3Y | +177.8% | -5.9% | +183.7% | +168.5% |
| 5Y | -67.4% | +8.4% | -75.8% | -72.0% |
| All | +553.4% | +132.8% | +420.6% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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