-66.6%
SE vs BR
+7.6%
-74.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | -3.6% | -5.0% | +1.4% | -0.1% |
| 30D | -5.3% | -2.5% | -2.8% | -4.0% |
| 3M | +28.1% | +13.5% | +14.6% | +14.5% |
| 6M | +20.7% | -9.4% | +30.1% | +28.5% |
| YTD | -14.8% | -23.3% | +8.5% | +3.4% |
| 1Y | -43.6% | -31.6% | -12.0% | -24.4% |
| 3Y | +184.2% | -5.1% | +189.3% | +160.0% |
| All | -66.6% | +7.6% | -74.2% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling