+589.4%
SE vs BR
+139.9%
+449.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +1.5% |
| 7D | -6.1% | -5.3% | -0.8% | -2.5% |
| 30D | -2.5% | +6.4% | -8.9% | -7.1% |
| 3M | +21.7% | +13.6% | +8.1% | +9.6% |
| 6M | +27.0% | -6.7% | +33.7% | +31.3% |
| YTD | -12.1% | -21.1% | +9.0% | +2.1% |
| 1Y | -40.9% | -29.6% | -11.4% | -25.3% |
| 3Y | +191.0% | -2.4% | +193.4% | +173.7% |
| 5Y | -68.3% | +11.2% | -79.5% | -73.3% |
| All | +589.4% | +139.9% | +449.5% | +223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling