-78.0%
SE vs BR
+18.8%
-96.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | -0.5% | +1.1% | -1.6% | -1.2% |
| 30D | -20.9% | +14.4% | -35.3% | -28.6% |
| 3M | -38.9% | +12.4% | -51.3% | -44.3% |
| 6M | -19.4% | +35.4% | -54.9% | -37.3% |
| YTD | -40.9% | -12.2% | -28.8% | -35.1% |
| 1Y | -46.2% | -12.7% | -33.4% | -40.7% |
| 3Y | +63.7% | +14.3% | +49.5% | +26.5% |
| All | -78.0% | +18.8% | -96.8% | -86.6% |
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