-68.7%
SE vs COMP
-51.7%
-17.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.7% | -6.4% | -4.5% |
| 7D | -7.7% | +2.2% | -9.9% | -8.6% |
| 30D | -22.8% | +16.3% | -39.2% | -26.8% |
| 3M | -43.7% | -19.1% | -24.6% | -40.9% |
| 6M | -12.8% | +17.1% | -29.9% | -18.7% |
| YTD | -42.0% | -2.9% | -39.1% | -44.3% |
| 1Y | -48.0% | +8.8% | -56.8% | -51.8% |
| 3Y | +62.7% | +423.5% | -360.8% | -24.9% |
| 5Y | -77.8% | -10.5% | -67.3% | -82.1% |
| All | -68.7% | -51.7% | -17.0% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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