-68.0%
SE vs COMP
-52.0%
-16.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.7% | -10.6% | -3.0% |
| 7D | +2.0% | +13.4% | -11.4% | -1.9% |
| 30D | -20.0% | +11.1% | -31.1% | -23.1% |
| 3M | -31.8% | -18.8% | -12.9% | -28.2% |
| 6M | -15.9% | +10.5% | -26.4% | -20.1% |
| YTD | -40.6% | -3.4% | -37.2% | -42.8% |
| 1Y | -50.7% | +19.7% | -70.4% | -55.7% |
| 3Y | +70.3% | +381.6% | -311.3% | -18.9% |
| 5Y | -78.8% | -17.6% | -61.2% | -82.6% |
| All | -68.0% | -52.0% | -16.0% | -71.0% |
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