+63.7%
SE vs BR
+14.9%
+48.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.5% | +1.1% | -1.6% | -0.8% |
| 30D | -20.9% | +14.4% | -35.3% | -24.3% |
| 3M | -38.9% | +12.4% | -51.3% | -41.2% |
| 6M | -19.4% | +35.4% | -54.9% | -27.7% |
| YTD | -40.9% | -12.2% | -28.8% | -38.1% |
| 1Y | -46.2% | -12.7% | -33.4% | -43.5% |
| 3Y | +63.7% | +14.3% | +49.5% | +152.8% |
| All | +63.7% | +14.9% | +48.8% | +152.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling